+153.3%
AMAT vs EVRG
+104.1%
+49.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.6% |
| 7D | +11.4% | +1.4% | +9.9% | +11.8% |
| 30D | -17.0% | +7.4% | -24.4% | -15.1% |
| 3M | -30.6% | +7.2% | -37.8% | -29.0% |
| 6M | -14.9% | +9.5% | -24.4% | -12.4% |
| YTD | +44.7% | +25.6% | +19.1% | +53.5% |
| 1Y | +66.9% | +20.4% | +46.5% | +75.6% |
| 3Y | +153.3% | +108.8% | +44.5% | +210.1% |
| All | +153.3% | +104.1% | +49.2% | +210.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling