-23.7%
AKAM vs EVRG
+1,110.0%
-1,133.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.4% |
| 7D | +5.4% | +0.6% | +4.8% | +5.1% |
| 30D | -5.9% | -0.2% | -5.6% | -5.8% |
| 3M | -19.6% | -0.5% | -19.2% | -19.7% |
| 6M | +8.5% | +0.2% | +8.3% | +7.5% |
| YTD | +26.9% | +14.9% | +12.0% | +18.4% |
| 1Y | +41.7% | +18.2% | +23.5% | +30.3% |
| 3Y | +5.8% | +70.2% | -64.4% | -18.8% |
| 5Y | -2.3% | +45.3% | -47.7% | -20.6% |
| 10Y | +111.0% | +112.4% | -1.5% | +32.2% |
| All | -23.7% | +1,110.0% | -1,133.7% | -82.5% |
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