+95.0%
ARMK vs EVRG
+103.1%
-8.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +2.8% | +2.5% | +0.3% | +2.3% |
| 30D | -1.8% | +8.4% | -10.2% | -3.4% |
| 3M | -10.9% | +8.6% | -19.5% | -12.4% |
| 6M | +21.2% | +7.7% | +13.6% | +19.2% |
| YTD | +47.0% | +25.0% | +22.1% | +38.9% |
| 1Y | +42.9% | +18.7% | +24.1% | +36.7% |
| All | +95.0% | +103.1% | -8.1% | +83.4% |
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 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