+30,513.3%
AVGO vs EVRG
+783.7%
+29,729.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.3% | -5.0% |
| 7D | +18.2% | +1.4% | +16.7% | +17.6% |
| 30D | +0.2% | +7.4% | -7.2% | -2.4% |
| 3M | -16.8% | +7.2% | -24.0% | -19.0% |
| 6M | -16.5% | +9.5% | -25.9% | -19.8% |
| YTD | +0.8% | +25.6% | -24.8% | -8.5% |
| 1Y | +2.8% | +20.4% | -17.5% | -5.2% |
| 3Y | +278.5% | +108.8% | +169.7% | +172.0% |
| 5Y | +573.1% | +68.0% | +505.1% | +427.2% |
| 10Y | +2,598.7% | +124.6% | +2,474.1% | +1,662.5% |
| All | +30,513.3% | +783.7% | +29,729.6% | +7,437.7% |
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