+8.8%
AWK vs EVRG
+72.0%
-63.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | -0.7% | -0.7% | 0.0% | -0.2% |
| 30D | +2.8% | 0.0% | +2.8% | +2.7% |
| 3M | +11.3% | -1.0% | +12.3% | +12.1% |
| 6M | +6.7% | +1.0% | +5.8% | +5.7% |
| YTD | +9.4% | +15.1% | -5.7% | -1.9% |
| 1Y | +3.7% | +17.6% | -13.9% | -9.0% |
| All | +8.8% | +72.0% | -63.1% | -32.5% |
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 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