+281.0%
ARMK vs EVRG
+347.1%
-66.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +2.8% | +2.5% | +0.3% | +1.8% |
| 30D | -1.8% | +8.4% | -10.2% | -5.0% |
| 3M | -10.9% | +8.6% | -19.5% | -13.9% |
| 6M | +21.2% | +7.7% | +13.6% | +17.2% |
| YTD | +47.0% | +25.0% | +22.1% | +33.2% |
| 1Y | +42.9% | +18.7% | +24.1% | +32.1% |
| 3Y | +95.0% | +102.1% | -7.1% | +42.8% |
| 5Y | +106.2% | +66.8% | +39.4% | +62.6% |
| 10Y | +131.6% | +123.5% | +8.1% | +70.7% |
| All | +281.0% | +347.1% | -66.1% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling