+97.2%
AMCR vs EVRG
+392.4%
-295.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.3% |
| 7D | -6.3% | +0.6% | -6.8% | -6.5% |
| 30D | -7.1% | -0.2% | -6.9% | -7.1% |
| 3M | +12.7% | -0.5% | +13.1% | +12.8% |
| 6M | +5.2% | +0.2% | +5.0% | +4.9% |
| YTD | +8.1% | +14.9% | -6.8% | +2.3% |
| 1Y | +11.7% | +18.2% | -6.5% | +4.5% |
| 3Y | +9.9% | +70.2% | -60.3% | -11.0% |
| 5Y | -8.7% | +45.3% | -54.0% | -22.0% |
| 10Y | +16.8% | +112.4% | -95.6% | -10.1% |
| All | +97.2% | +392.4% | -295.2% | +43.6% |
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