+384.5%
ALAB vs EVRG
+71.0%
+313.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.3% | +3.2% |
| 7D | +9.6% | +0.6% | +9.1% | +10.1% |
| 30D | -5.3% | -0.2% | -5.0% | -5.4% |
| 3M | -12.0% | -0.5% | -11.6% | -12.0% |
| 6M | +145.7% | +0.2% | +145.5% | +147.7% |
| YTD | +80.7% | +14.9% | +65.8% | +95.9% |
| 1Y | +40.1% | +18.2% | +21.9% | +54.4% |
| All | +384.5% | +71.0% | +313.5% | +727.5% |
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 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