+979.9%
APA vs EVRG
+2,261.5%
-1,281.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.4% |
| 7D | +8.5% | +1.4% | +7.1% | +7.9% |
| 30D | +2.8% | +7.4% | -4.6% | -0.3% |
| 3M | +21.7% | +7.2% | +14.5% | +18.1% |
| 6M | +32.6% | +9.5% | +23.1% | +27.2% |
| YTD | +103.7% | +25.6% | +78.1% | +83.9% |
| 1Y | +101.8% | +20.4% | +81.5% | +85.4% |
| 3Y | +48.1% | +108.8% | -60.8% | +6.7% |
| 5Y | +91.9% | +68.0% | +23.9% | +50.0% |
| 10Y | +8.4% | +124.6% | -116.3% | -23.9% |
| All | +979.9% | +2,261.5% | -1,281.5% | +255.3% |
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