+503.8%
APP vs EVRG
+78.7%
+425.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | +10.6% | +1.0% | +9.6% | +10.5% |
| 30D | +44.6% | +7.5% | +37.1% | +43.7% |
| 3M | +29.6% | +6.8% | +22.8% | +28.9% |
| 6M | -19.8% | +7.7% | -27.5% | -20.4% |
| YTD | -41.6% | +24.9% | -66.4% | -43.7% |
| 1Y | -32.7% | +18.1% | -50.8% | -34.4% |
| 3Y | +799.0% | +101.9% | +697.1% | +667.7% |
| 5Y | +250.4% | +67.0% | +183.4% | +227.0% |
| All | +503.8% | +78.7% | +425.1% | +466.6% |
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 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