+302.2%
ARMK vs EVRG
+312.6%
-10.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -2.4% | +1.1% | -3.5% | -2.8% |
| 30D | 0.0% | -1.0% | +1.0% | +0.4% |
| 3M | +6.7% | +0.4% | +6.3% | +6.3% |
| 6M | +38.8% | -0.8% | +39.7% | +38.8% |
| YTD | +55.2% | +15.3% | +39.8% | +45.5% |
| 1Y | +46.6% | +17.9% | +28.7% | +35.9% |
| 3Y | +112.9% | +71.9% | +41.0% | +66.8% |
| 5Y | +144.0% | +45.3% | +98.7% | +103.8% |
| 10Y | +132.4% | +113.1% | +19.4% | +76.1% |
| All | +302.2% | +312.6% | -10.5% | +159.3% |
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