-97.7%
AMC vs EVRG
+337.1%
-434.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +2.6% | +1.9% | +0.7% | +2.1% |
| 30D | +9.0% | +9.0% | 0.0% | +6.4% |
| 3M | +22.2% | +6.3% | +15.9% | +20.0% |
| 6M | +91.5% | +9.9% | +81.6% | +85.1% |
| YTD | +101.3% | +23.8% | +77.5% | +87.0% |
| 1Y | +20.8% | +19.9% | +0.9% | +13.4% |
| 3Y | -71.3% | +94.3% | -165.6% | -77.1% |
| 5Y | -99.2% | +64.6% | -163.9% | -99.4% |
| 10Y | -98.7% | +121.7% | -220.4% | -99.0% |
| All | -97.7% | +337.1% | -434.8% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling