+391.7%
APP vs EVRG
+65.1%
+326.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +0.9% | +1.1% | -0.2% | +0.8% |
| 30D | -23.3% | -1.0% | -22.3% | -23.2% |
| 3M | -42.6% | +0.4% | -43.0% | -42.8% |
| 6M | -33.6% | -0.8% | -32.8% | -33.7% |
| YTD | -52.4% | +15.3% | -67.8% | -53.8% |
| 1Y | -35.9% | +17.9% | -53.8% | -38.2% |
| 3Y | +642.2% | +71.9% | +570.3% | +550.7% |
| 5Y | +311.1% | +45.3% | +265.8% | +280.1% |
| All | +391.7% | +65.1% | +326.6% | +364.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling