+1,162.1%
AMAT vs EVRG
+121.0%
+1,041.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -14.7% | +1.9% | -16.6% | -15.4% |
| 30D | -36.1% | +9.0% | -45.1% | -38.2% |
| 3M | -36.9% | +6.3% | -43.2% | -38.4% |
| 6M | -22.2% | +9.9% | -32.1% | -25.5% |
| YTD | +29.9% | +23.8% | +6.1% | +18.4% |
| 1Y | +43.3% | +19.9% | +23.4% | +32.1% |
| 3Y | +142.7% | +94.3% | +48.4% | +78.6% |
| 5Y | +126.2% | +64.6% | +61.6% | +77.7% |
| All | +1,162.1% | +121.0% | +1,041.1% | +787.1% |
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