-4.3%
AKAM vs EVRG
+45.7%
-49.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.4% | -3.3% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | -8.2% | 0.0% | -8.2% | -8.2% |
| 3M | -17.6% | -1.0% | -16.6% | -17.6% |
| 6M | +2.5% | +1.0% | +1.5% | +1.8% |
| YTD | +22.8% | +15.1% | +7.7% | +17.6% |
| 1Y | +39.6% | +17.6% | +22.0% | +32.9% |
| 3Y | +2.3% | +70.5% | -68.1% | -13.0% |
| 5Y | -4.3% | +48.9% | -53.2% | -16.3% |
| All | -4.3% | +45.7% | -49.9% | -16.3% |
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