+1,630.9%
ADM vs EVRG
+2,261.5%
-630.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.5% |
| 7D | +4.2% | +1.4% | +2.8% | +3.7% |
| 30D | -12.8% | +7.4% | -20.2% | -15.1% |
| 3M | -8.5% | +7.2% | -15.7% | -10.8% |
| 6M | -10.9% | +9.5% | -20.4% | -14.0% |
| YTD | +29.4% | +25.6% | +3.8% | +18.8% |
| 1Y | +27.5% | +20.4% | +7.2% | +18.9% |
| 3Y | +10.3% | +108.8% | -98.5% | -16.0% |
| 5Y | +27.4% | +68.0% | -40.6% | +4.0% |
| 10Y | +134.6% | +124.6% | +10.0% | +68.5% |
| All | +1,630.9% | +2,261.5% | -630.6% | +552.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling