+286.5%
ARM vs EVRG
+102.9%
+183.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +19.8% | +1.0% | +18.8% | +20.5% |
| 30D | -21.8% | +7.5% | -29.3% | -18.4% |
| 3M | -26.5% | +6.8% | -33.3% | -23.7% |
| 6M | -3.9% | +7.7% | -11.7% | +0.7% |
| YTD | +82.8% | +24.9% | +57.9% | +102.5% |
| 1Y | +34.3% | +18.1% | +16.2% | +46.1% |
| All | +286.5% | +102.9% | +183.6% | +469.6% |
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 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