+313.3%
ANET vs EVRG
+72.5%
+240.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.7% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -5.2% | -1.2% | -4.0% | -5.4% |
| 3M | +27.6% | -0.6% | +28.2% | +27.3% |
| 6M | +44.4% | +2.4% | +42.0% | +45.0% |
| YTD | +52.3% | +15.5% | +36.9% | +55.6% |
| 1Y | +30.4% | +16.8% | +13.6% | +33.8% |
| 3Y | +313.3% | +75.0% | +238.2% | +354.1% |
| All | +313.3% | +72.5% | +240.7% | +354.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling