+100.6%
AMT vs EVRG
+113.2%
-12.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -2.7% | -0.7% | -2.0% | -2.3% |
| 30D | +2.0% | 0.0% | +2.0% | +2.0% |
| 3M | -9.3% | -1.0% | -8.3% | -8.9% |
| 6M | -5.2% | +1.0% | -6.2% | -6.0% |
| YTD | +0.5% | +15.1% | -14.6% | -8.0% |
| 1Y | -7.3% | +17.6% | -24.9% | -16.3% |
| 3Y | +6.2% | +70.5% | -64.2% | -23.9% |
| 5Y | -31.2% | +48.9% | -80.0% | -46.7% |
| All | +100.6% | +113.2% | -12.7% | +24.7% |
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