+32.2%
AWK vs EVRG
+104.1%
-71.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +0.9% |
| 7D | +0.1% | +1.4% | -1.3% | -0.9% |
| 30D | +14.3% | +7.4% | +6.9% | +8.3% |
| 3M | +10.3% | +7.2% | +3.1% | +4.6% |
| 6M | +18.9% | +9.5% | +9.5% | +11.1% |
| YTD | +17.7% | +25.6% | -7.9% | -1.1% |
| 1Y | +16.9% | +20.4% | -3.5% | +1.3% |
| 3Y | +32.2% | +108.8% | -76.6% | -26.8% |
| All | +32.2% | +104.1% | -71.9% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling