+269.3%
APLD vs EVRG
+48.6%
+220.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.5% | +7.4% |
| 7D | +7.8% | +2.5% | +5.4% | +6.6% |
| 30D | -23.0% | +8.4% | -31.4% | -26.4% |
| 3M | -39.7% | +8.6% | -48.3% | -42.3% |
| 6M | -59.8% | +7.7% | -67.5% | -61.7% |
| YTD | -27.0% | +25.0% | -51.9% | -36.8% |
| 1Y | -37.3% | +18.7% | -56.1% | -44.1% |
| 3Y | +281.9% | +102.1% | +179.8% | +136.0% |
| All | +269.3% | +48.6% | +220.7% | +259.3% |
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 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