+1.4%
AVGO vs EVRG
+17.7%
-16.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.5% |
| 7D | +1.1% | +0.1% | +1.0% | +1.2% |
| 30D | -13.0% | -1.2% | -11.8% | -13.5% |
| 3M | -6.0% | -0.6% | -5.4% | -6.3% |
| 6M | +6.4% | +2.4% | +3.9% | +7.4% |
| YTD | +5.0% | +15.5% | -10.5% | +6.9% |
| 1Y | +1.4% | +16.8% | -15.4% | +5.8% |
| All | +1.4% | +17.7% | -16.3% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling