+504.5%
AVAV vs EVRG
+614.9%
-110.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.5% |
| 7D | -2.2% | +1.1% | -3.3% | -2.7% |
| 30D | -13.9% | -1.0% | -12.9% | -13.6% |
| 3M | -29.2% | +0.4% | -29.6% | -29.5% |
| 6M | -36.1% | -0.8% | -35.3% | -36.1% |
| YTD | -40.2% | +15.3% | -55.5% | -44.0% |
| 1Y | -36.2% | +17.9% | -54.1% | -40.9% |
| 3Y | +47.5% | +71.9% | -24.4% | +14.1% |
| 5Y | +39.3% | +45.3% | -6.0% | +15.5% |
| 10Y | +482.6% | +113.1% | +369.5% | +278.9% |
| All | +504.5% | +614.9% | -110.4% | +93.9% |
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