-97.5%
AMC vs EVRG
+341.6%
-439.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +5.5% | +3.5% | +2.0% | +4.5% |
| 30D | +16.1% | +9.2% | +6.9% | +13.2% |
| 3M | +43.0% | +8.6% | +34.3% | +39.5% |
| 6M | +130.7% | +10.0% | +120.7% | +123.2% |
| YTD | +121.8% | +25.1% | +96.7% | +105.5% |
| 1Y | +40.7% | +19.5% | +21.1% | +32.2% |
| 3Y | -56.8% | +102.3% | -159.1% | -66.0% |
| 5Y | -99.1% | +66.8% | -165.9% | -99.2% |
| 10Y | -98.7% | +125.0% | -223.7% | -99.0% |
| All | -97.5% | +341.6% | -439.1% | -98.3% |
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