+120.4%
AS vs EVRG
+79.9%
+40.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.6% |
| 7D | -4.9% | +1.1% | -6.0% | -5.0% |
| 30D | -19.6% | -1.0% | -18.6% | -19.5% |
| 3M | -14.4% | +0.4% | -14.8% | -14.6% |
| 6M | -20.1% | -0.8% | -19.3% | -20.2% |
| YTD | -20.9% | +15.3% | -36.3% | -22.6% |
| 1Y | -21.9% | +17.9% | -39.7% | -23.4% |
| All | +120.4% | +79.9% | +40.5% | +138.3% |
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