+45.8%
ADP vs EVRG
+49.3%
-3.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.3% | -3.8% |
| 7D | -5.5% | +0.9% | -6.4% | -5.8% |
| 30D | -1.2% | -0.5% | -0.7% | -1.1% |
| 3M | +17.9% | +1.5% | +16.3% | +17.1% |
| 6M | +20.3% | +1.2% | +19.2% | +19.4% |
| YTD | +5.8% | +16.3% | -10.5% | -1.4% |
| 1Y | -7.7% | +20.3% | -28.0% | -15.3% |
| 3Y | +14.7% | +72.3% | -57.6% | -10.9% |
| 5Y | +45.8% | +46.7% | -0.9% | +22.2% |
| All | +45.8% | +49.3% | -3.5% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling