+1,044.2%
AWK vs EVRG
+716.3%
+327.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.0% |
| 7D | +0.1% | +1.4% | -1.3% | -0.8% |
| 30D | +14.3% | +7.4% | +6.9% | +9.2% |
| 3M | +10.3% | +7.2% | +3.1% | +5.5% |
| 6M | +18.9% | +9.5% | +9.5% | +12.2% |
| YTD | +17.7% | +25.6% | -7.9% | +1.7% |
| 1Y | +16.9% | +20.4% | -3.5% | +3.7% |
| 3Y | +32.2% | +108.8% | -76.6% | -17.4% |
| 5Y | -2.2% | +68.0% | -70.1% | -30.0% |
| 10Y | +156.1% | +124.6% | +31.5% | +50.2% |
| All | +1,044.2% | +716.3% | +327.9% | +207.2% |
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