+95.0%
AMDL vs EVRG
+75.1%
+20.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.5% | +9.7% | +9.0% |
| 7D | +4.5% | +1.1% | +3.4% | +5.0% |
| 30D | -4.4% | -1.0% | -3.4% | -4.8% |
| 3M | -30.5% | +0.4% | -30.9% | -30.4% |
| 6M | +300.9% | -0.8% | +301.7% | +302.8% |
| YTD | +219.9% | +15.3% | +204.6% | +222.0% |
| 1Y | +374.7% | +17.9% | +356.8% | +387.6% |
| All | +95.0% | +75.1% | +20.0% | +178.4% |
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