+11,987.3%
ADP vs EVRG
+2,252.5%
+9,734.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +3.2% | +3.5% | -0.3% | +2.0% |
| 30D | +12.8% | +9.2% | +3.5% | +9.4% |
| 3M | +12.3% | +8.6% | +3.7% | +9.1% |
| 6M | +45.4% | +10.0% | +35.5% | +40.4% |
| YTD | +21.4% | +25.1% | -3.7% | +11.6% |
| 1Y | +23.7% | +19.5% | +4.2% | +15.5% |
| 3Y | +43.6% | +102.3% | -58.7% | +10.8% |
| 5Y | +48.7% | +66.8% | -18.1% | +22.1% |
| 10Y | +316.1% | +125.0% | +191.1% | +205.3% |
| All | +11,987.3% | +2,252.5% | +9,734.9% | +4,562.5% |
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 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