+416.1%
AVAV vs EVRG
+675.4%
-259.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | 0.0% | +3.5% | -3.5% | -1.5% |
| 30D | -9.9% | +9.2% | -19.2% | -13.3% |
| 3M | -34.7% | +8.6% | -43.3% | -37.1% |
| 6M | -26.6% | +10.0% | -36.6% | -29.7% |
| YTD | -48.9% | +25.1% | -74.0% | -53.9% |
| 1Y | -63.0% | +19.5% | -82.5% | -65.9% |
| 3Y | +1.6% | +102.3% | -100.7% | -26.8% |
| 5Y | +34.5% | +66.8% | -32.3% | +5.1% |
| 10Y | +359.3% | +125.0% | +234.3% | +192.4% |
| All | +416.1% | +675.4% | -259.3% | +59.8% |
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