+292.6%
APP vs EVRG
+64.6%
+228.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.7% | +9.8% |
| 7D | +71.2% | +1.9% | +69.3% | +70.9% |
| 30D | +39.1% | +9.0% | +30.1% | +37.8% |
| 3M | +16.5% | +6.3% | +10.2% | +15.8% |
| 6M | -16.6% | +9.9% | -26.5% | -17.7% |
| YTD | -41.9% | +23.8% | -65.8% | -44.5% |
| 1Y | -37.0% | +19.9% | -56.9% | -39.3% |
| 3Y | +892.4% | +94.3% | +798.2% | +725.6% |
| All | +292.6% | +64.6% | +228.0% | +279.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling