+848.7%
APA vs EVRG
+2,068.9%
-1,220.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +0.5% | +1.1% | -0.6% | +0.1% |
| 30D | +23.4% | -1.0% | +24.4% | +23.8% |
| 3M | +12.7% | +0.4% | +12.3% | +12.2% |
| 6M | +39.4% | -0.8% | +40.3% | +39.0% |
| YTD | +79.0% | +15.3% | +63.6% | +67.5% |
| 1Y | +88.8% | +17.9% | +70.9% | +74.8% |
| 3Y | +6.4% | +71.9% | -65.6% | -16.9% |
| 5Y | +153.0% | +45.3% | +107.7% | +109.9% |
| 10Y | +7.5% | +113.1% | -105.5% | -22.7% |
| All | +848.7% | +2,068.9% | -1,220.2% | +223.6% |
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