+1,443.4%
AMT vs EVRG
+735.6%
+707.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -2.4% | +2.5% | -4.8% | -3.5% |
| 30D | +4.2% | +8.4% | -4.2% | +0.3% |
| 3M | +13.4% | +8.6% | +4.8% | +9.1% |
| 6M | +9.4% | +7.7% | +1.7% | +5.6% |
| YTD | +11.7% | +25.0% | -13.3% | +0.6% |
| 1Y | +7.1% | +18.7% | -11.6% | -1.2% |
| 3Y | +15.1% | +102.1% | -87.0% | -16.9% |
| 5Y | -17.9% | +66.8% | -84.7% | -35.3% |
| 10Y | +133.5% | +123.5% | +10.0% | +58.9% |
| All | +1,443.4% | +735.6% | +707.8% | +427.3% |
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