+31,416.6%
AVGO vs EVRG
+711.6%
+30,705.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -3.0% | +1.1% | -4.1% | -3.3% |
| 30D | -14.4% | -1.0% | -13.4% | -14.2% |
| 3M | -14.4% | +0.4% | -14.8% | -15.0% |
| 6M | +13.1% | -0.8% | +14.0% | +12.5% |
| YTD | +3.8% | +15.3% | -11.5% | -2.8% |
| 1Y | +17.8% | +17.9% | -0.1% | +9.2% |
| 3Y | +325.3% | +71.9% | +253.3% | +230.3% |
| 5Y | +689.9% | +45.3% | +644.7% | +555.3% |
| 10Y | +2,597.0% | +113.1% | +2,483.9% | +1,687.9% |
| All | +31,416.6% | +711.6% | +30,705.0% | +7,909.5% |
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