+2.1%
AVTR vs EVRG
+86.8%
-84.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +6.3% | -1.2% | +7.5% | +6.7% |
| 3M | +53.3% | -0.6% | +53.9% | +53.3% |
| 6M | +78.6% | +2.4% | +76.2% | +76.2% |
| YTD | +29.2% | +15.5% | +13.8% | +21.6% |
| 1Y | +13.8% | +16.8% | -3.0% | +6.5% |
| 3Y | -27.4% | +75.0% | -102.4% | -42.4% |
| 5Y | -65.0% | +49.3% | -114.4% | -70.8% |
| All | +2.1% | +86.8% | -84.7% | -13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling