+483.7%
APLD vs EVRG
+38.4%
+445.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +6.9% |
| 7D | +16.6% | +0.9% | +15.7% | +16.1% |
| 30D | -3.1% | -0.5% | -2.6% | -2.8% |
| 3M | -30.9% | +1.5% | -32.4% | -31.8% |
| 6M | +12.6% | +1.2% | +11.5% | +10.7% |
| YTD | +15.5% | +16.3% | -0.9% | +3.9% |
| 1Y | +103.5% | +20.3% | +83.3% | +78.7% |
| 3Y | +446.5% | +72.3% | +374.2% | +268.2% |
| All | +483.7% | +38.4% | +445.4% | +490.8% |
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