-31.9%
ADSK vs EVRG
+17.4%
-49.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.5% | -7.8% | -8.4% |
| 7D | -16.4% | +1.1% | -17.5% | -16.1% |
| 30D | -9.2% | -1.0% | -8.2% | -9.4% |
| 3M | -6.7% | +0.4% | -7.1% | -6.4% |
| 6M | -15.5% | -0.8% | -14.7% | -15.1% |
| YTD | -26.4% | +15.3% | -41.7% | -24.0% |
| 1Y | -31.9% | +17.9% | -49.8% | -27.7% |
| All | -31.9% | +17.4% | -49.3% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling