+171.7%
ADM vs EVRG
+113.2%
+58.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +3.0% | -0.7% | +3.7% | +3.3% |
| 30D | +8.7% | 0.0% | +8.7% | +8.6% |
| 3M | +7.6% | -1.0% | +8.6% | +7.9% |
| 6M | +26.9% | +1.0% | +25.9% | +25.8% |
| YTD | +54.3% | +15.1% | +39.2% | +44.5% |
| 1Y | +45.7% | +17.6% | +28.1% | +35.0% |
| 3Y | +21.9% | +70.5% | -48.6% | -4.8% |
| 5Y | +67.2% | +48.9% | +18.3% | +37.2% |
| All | +171.7% | +113.2% | +58.4% | +96.5% |
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