+48.7%
ADP vs EVRG
+67.4%
-18.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +3.2% | +3.5% | -0.3% | +1.8% |
| 30D | +12.8% | +9.2% | +3.5% | +9.1% |
| 3M | +12.3% | +8.6% | +3.7% | +8.8% |
| 6M | +45.4% | +10.0% | +35.5% | +39.9% |
| YTD | +21.4% | +25.1% | -3.7% | +10.0% |
| 1Y | +23.7% | +19.5% | +4.2% | +14.3% |
| 3Y | +43.6% | +102.3% | -58.7% | +3.6% |
| 5Y | +48.7% | +66.8% | -18.1% | +18.4% |
| All | +48.7% | +67.4% | -18.7% | +18.4% |
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