+199.6%
ARM vs EVRG
+85.8%
+113.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.4% |
| 7D | +9.1% | +1.4% | +7.7% | +9.8% |
| 30D | -19.9% | +7.4% | -27.3% | -17.3% |
| 3M | -31.6% | +7.2% | -38.8% | -29.5% |
| 6M | -13.9% | +9.5% | -23.3% | -10.3% |
| YTD | +74.3% | +25.6% | +48.7% | +87.3% |
| 1Y | +35.8% | +20.4% | +15.4% | +44.8% |
| 3Y | +268.6% | +108.8% | +159.8% | +335.2% |
| All | +199.6% | +85.8% | +113.8% | +266.0% |
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