+90.9%
APA vs EVRG
+66.7%
+24.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.5% |
| 7D | +8.5% | +1.4% | +7.1% | +8.1% |
| 30D | +2.8% | +7.4% | -4.6% | +0.7% |
| 3M | +21.7% | +7.2% | +14.5% | +19.2% |
| 6M | +32.6% | +9.5% | +23.1% | +28.8% |
| YTD | +103.7% | +25.6% | +78.1% | +88.1% |
| 1Y | +101.8% | +20.4% | +81.5% | +89.0% |
| 3Y | +48.1% | +108.8% | -60.8% | +10.2% |
| All | +90.9% | +66.7% | +24.2% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling