+52,596.3%
AMGN vs EVRG
+2,071.0%
+50,525.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.4% |
| 7D | -13.7% | +0.1% | -13.8% | -13.8% |
| 30D | -8.8% | -1.2% | -7.6% | -8.5% |
| 3M | +7.2% | -0.6% | +7.8% | +7.3% |
| 6M | +1.3% | +2.4% | -1.2% | +0.3% |
| YTD | +17.6% | +15.5% | +2.2% | +12.0% |
| 1Y | +37.2% | +16.8% | +20.3% | +30.0% |
| 3Y | +57.7% | +75.0% | -17.3% | +30.4% |
| 5Y | +106.3% | +49.3% | +56.9% | +77.7% |
| 10Y | +205.3% | +113.5% | +91.8% | +127.8% |
| All | +52,596.3% | +2,071.0% | +50,525.2% | +19,386.9% |
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