+1,028.0%
AXON vs EVRG
+123.0%
+905.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -27.4% | +3.5% | -30.9% | -28.1% |
| 30D | -28.5% | +9.2% | -37.7% | -30.3% |
| 3M | -49.3% | +8.6% | -57.9% | -50.5% |
| 6M | -25.0% | +10.0% | -35.0% | -27.3% |
| YTD | -46.7% | +25.1% | -71.8% | -50.3% |
| 1Y | -48.3% | +19.5% | -67.8% | -51.1% |
| 3Y | +38.8% | +102.3% | -63.5% | +10.0% |
| 5Y | +77.7% | +66.8% | +10.9% | +47.9% |
| 10Y | +1,028.0% | +125.0% | +903.0% | +781.4% |
| All | +1,028.0% | +123.0% | +905.0% | +781.4% |
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