+528.8%
APP vs EVRG
+78.2%
+450.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.8% |
| 7D | +79.2% | +1.7% | +77.5% | +78.9% |
| 30D | +48.0% | +8.7% | +39.3% | +47.0% |
| 3M | +18.2% | +6.4% | +11.8% | +17.6% |
| 6M | -12.5% | +9.4% | -21.9% | -13.4% |
| YTD | -39.2% | +24.5% | -63.6% | -41.3% |
| 1Y | -33.9% | +20.5% | -54.3% | -35.8% |
| 3Y | +933.3% | +101.6% | +831.7% | +782.3% |
| 5Y | +295.9% | +67.5% | +228.4% | +270.2% |
| All | +528.8% | +78.2% | +450.7% | +490.3% |
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