+5,397.9%
ANET vs EVRG
+247.6%
+5,150.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -1.3% | -0.7% | -0.6% | -1.1% |
| 30D | -4.5% | 0.0% | -4.5% | -4.5% |
| 3M | +24.5% | -1.0% | +25.5% | +24.5% |
| 6M | +35.4% | +1.0% | +34.4% | +34.3% |
| YTD | +44.2% | +15.1% | +29.2% | +37.5% |
| 1Y | +25.4% | +17.6% | +7.8% | +18.7% |
| 3Y | +284.8% | +70.5% | +214.3% | +219.2% |
| 5Y | +761.7% | +48.9% | +712.8% | +642.9% |
| 10Y | +3,691.2% | +112.8% | +3,578.4% | +2,895.9% |
| All | +5,397.9% | +247.6% | +5,150.3% | +4,703.2% |
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