-18.3%
AMRZ vs EVRG
+27.2%
-45.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.1% | -4.3% |
| 7D | -2.0% | +0.9% | -2.9% | -2.0% |
| 30D | -9.8% | -0.5% | -9.3% | -9.8% |
| 3M | -17.2% | +1.5% | -18.7% | -17.1% |
| 6M | -26.9% | +1.2% | -28.1% | -26.9% |
| YTD | -21.5% | +16.3% | -37.8% | -21.3% |
| 1Y | -22.9% | +20.3% | -43.1% | -24.0% |
| All | -18.3% | +27.2% | -45.6% | -20.0% |
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