+1,454.7%
AMT vs EVRG
+739.7%
+715.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | +1.5% | +1.4% | +0.1% | +0.9% |
| 30D | +6.8% | +7.4% | -0.6% | +3.3% |
| 3M | +11.2% | +7.2% | +4.0% | +7.6% |
| 6M | +12.5% | +9.5% | +3.0% | +7.7% |
| YTD | +12.5% | +25.6% | -13.1% | +1.1% |
| 1Y | +10.1% | +20.4% | -10.2% | +0.9% |
| 3Y | +16.0% | +108.8% | -92.8% | -17.5% |
| 5Y | -17.2% | +68.0% | -85.1% | -35.0% |
| 10Y | +135.2% | +124.6% | +10.6% | +59.7% |
| All | +1,454.7% | +739.7% | +715.0% | +430.0% |
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 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