+137.4%
ARMK vs EVRG
+112.9%
+24.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.6% |
| 7D | +0.3% | +0.6% | -0.2% | +0.1% |
| 30D | +2.4% | -0.2% | +2.6% | +2.4% |
| 3M | +6.1% | -0.5% | +6.5% | +6.1% |
| 6M | +41.8% | +0.2% | +41.6% | +41.1% |
| YTD | +55.5% | +14.9% | +40.7% | +45.2% |
| 1Y | +49.6% | +18.2% | +31.4% | +37.5% |
| 3Y | +122.8% | +70.2% | +52.6% | +71.2% |
| 5Y | +151.0% | +45.3% | +105.7% | +105.9% |
| All | +137.4% | +112.9% | +24.6% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling