+174.6%
ARM vs EVRG
+83.2%
+91.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.8% |
| 7D | -15.2% | +1.9% | -17.1% | -14.4% |
| 30D | -40.7% | +9.0% | -49.7% | -38.4% |
| 3M | -39.1% | +6.3% | -45.4% | -37.4% |
| 6M | -26.4% | +9.9% | -36.3% | -23.4% |
| YTD | +59.7% | +23.8% | +35.9% | +70.6% |
| 1Y | +10.3% | +19.9% | -9.6% | +17.2% |
| 3Y | +228.9% | +94.3% | +134.6% | +300.1% |
| All | +174.6% | +83.2% | +91.4% | +233.4% |
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