+243.9%
APLD vs EVRG
+48.8%
+195.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.5% |
| 7D | -6.3% | +3.5% | -9.8% | -7.9% |
| 30D | -29.6% | +9.2% | -38.8% | -32.9% |
| 3M | -42.6% | +8.6% | -51.2% | -45.1% |
| 6M | -59.6% | +10.0% | -69.5% | -61.9% |
| YTD | -32.0% | +25.1% | -57.1% | -41.2% |
| 1Y | -46.9% | +19.5% | -66.5% | -52.9% |
| 3Y | +255.7% | +102.3% | +153.4% | +119.7% |
| All | +243.9% | +48.8% | +195.1% | +234.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling