-20.8%
ADSK vs EVRG
-0.1%
-20.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -3.0% |
| 7D | -14.5% | +0.6% | -15.1% | -14.3% |
| 30D | -19.3% | -0.2% | -19.1% | -19.3% |
| 3M | -7.8% | -0.5% | -7.3% | -7.4% |
| 6M | -20.8% | +0.2% | -20.9% | -19.6% |
| All | -20.8% | -0.1% | -20.7% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling