+252.0%
APLD vs EVRG
+100.3%
+151.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.5% | +7.0% | +7.3% |
| 7D | +3.1% | +1.7% | +1.4% | +2.4% |
| 30D | -29.4% | +8.7% | -38.1% | -32.2% |
| 3M | -42.8% | +6.4% | -49.2% | -44.4% |
| 6M | -59.5% | +9.4% | -68.9% | -61.5% |
| YTD | -31.8% | +24.5% | -56.3% | -41.3% |
| 1Y | -46.0% | +20.5% | -66.5% | -52.6% |
| 3Y | +252.0% | +101.6% | +150.4% | +68.4% |
| All | +252.0% | +100.3% | +151.7% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling