+651.5%
ADI vs EVRG
+113.9%
+537.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.5% | +4.7% |
| 7D | +4.6% | +0.1% | +4.5% | +4.5% |
| 30D | -1.2% | -1.2% | +0.1% | -0.8% |
| 3M | -7.8% | -0.6% | -7.2% | -7.9% |
| 6M | +19.3% | +2.4% | +16.9% | +17.7% |
| YTD | +40.9% | +15.5% | +25.5% | +32.8% |
| 1Y | +54.5% | +16.8% | +37.7% | +44.7% |
| 3Y | +123.4% | +75.0% | +48.4% | +76.6% |
| 5Y | +142.3% | +49.3% | +93.0% | +102.5% |
| All | +651.5% | +113.9% | +537.6% | +482.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EVRG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling