-98.9%
AMC vs EVRG
+114.7%
-213.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.6% |
| 7D | -0.8% | +0.9% | -1.7% | -1.1% |
| 30D | -1.2% | -0.5% | -0.6% | -1.0% |
| 3M | +42.2% | +1.5% | +40.7% | +41.0% |
| 6M | +118.8% | +1.2% | +117.6% | +116.6% |
| YTD | +64.1% | +16.3% | +47.8% | +54.8% |
| 1Y | -9.5% | +20.3% | -29.8% | -15.7% |
| 3Y | -64.3% | +72.3% | -136.7% | -70.9% |
| 5Y | -99.5% | +46.7% | -146.2% | -99.5% |
| 10Y | -98.9% | +113.8% | -212.7% | -99.1% |
| All | -98.9% | +114.7% | -213.6% | -99.1% |
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