+117.8%
AMDL vs EVRG
+76.6%
+41.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.9% | +10.8% | +12.0% |
| 7D | +19.9% | +0.9% | +19.1% | +20.3% |
| 30D | +6.3% | -0.5% | +6.8% | +6.0% |
| 3M | -9.9% | +1.5% | -11.4% | -9.5% |
| 6M | +394.3% | +1.2% | +393.1% | +398.0% |
| YTD | +257.3% | +16.3% | +241.0% | +260.5% |
| 1Y | +508.5% | +20.3% | +488.3% | +528.7% |
| All | +117.8% | +76.6% | +41.2% | +211.7% |
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 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