+1,591.4%
AMAT vs EVRG
+111.9%
+1,479.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | -1.5% | +1.1% | -2.6% | -1.9% |
| 30D | -14.8% | -1.0% | -13.8% | -14.5% |
| 3M | -9.3% | +0.4% | -9.7% | -9.8% |
| 6M | +27.4% | -0.8% | +28.2% | +26.9% |
| YTD | +77.6% | +15.3% | +62.2% | +66.5% |
| 1Y | +188.9% | +17.9% | +171.1% | +168.0% |
| 3Y | +202.3% | +71.9% | +130.4% | +133.8% |
| 5Y | +248.9% | +45.3% | +203.6% | +189.1% |
| All | +1,591.4% | +111.9% | +1,479.5% | +1,068.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling