+47.6%
AMDL vs EVRG
+87.9%
-40.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +0.1% | +22.1% | +22.4% |
| 7D | -26.2% | +1.9% | -28.1% | -25.1% |
| 30D | -57.1% | +9.0% | -66.1% | -55.0% |
| 3M | -29.8% | +6.3% | -36.2% | -27.1% |
| 6M | -22.2% | +9.9% | -32.1% | -18.4% |
| YTD | +142.1% | +23.8% | +118.3% | +154.0% |
| 1Y | +85.8% | +19.9% | +65.9% | +95.5% |
| All | +47.6% | +87.9% | -40.4% | +119.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling