+967.2%
AWK vs EVRG
+656.1%
+311.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.8% |
| 7D | +2.2% | +0.9% | +1.3% | +1.6% |
| 30D | +4.4% | -0.5% | +5.0% | +4.7% |
| 3M | +15.4% | +1.5% | +13.9% | +14.3% |
| 6M | +3.5% | +1.2% | +2.4% | +2.6% |
| YTD | +9.8% | +16.3% | -6.5% | -0.4% |
| 1Y | +3.0% | +20.3% | -17.3% | -8.7% |
| 3Y | +9.7% | +72.3% | -62.7% | -22.7% |
| 5Y | -17.2% | +46.7% | -63.8% | -35.5% |
| 10Y | +126.1% | +113.8% | +12.3% | +37.2% |
| All | +967.2% | +656.1% | +311.1% | +200.8% |
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 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