+214.0%
AMAT vs EVRG
+71.7%
+142.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.2% |
| 7D | -1.5% | +1.1% | -2.6% | -1.3% |
| 30D | -14.8% | -1.0% | -13.8% | -15.0% |
| 3M | -9.3% | +0.4% | -9.7% | -9.1% |
| 6M | +27.4% | -0.8% | +28.2% | +27.7% |
| YTD | +77.6% | +15.3% | +62.2% | +82.2% |
| 1Y | +188.9% | +17.9% | +171.1% | +197.6% |
| All | +214.0% | +71.7% | +142.3% | +251.7% |
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