+94.3%
EVRG vs ABCL
+156.0%
-61.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.7% | -6.6% | +0.1% |
| 7D | +1.9% | -3.2% | +5.1% | +1.9% |
| 30D | +9.0% | -7.4% | +16.4% | +9.1% |
| 3M | +6.3% | +81.9% | -75.6% | +4.9% |
| 6M | +9.9% | +135.7% | -125.8% | +7.5% |
| YTD | +23.8% | +247.4% | -223.5% | +19.4% |
| 1Y | +19.9% | +162.3% | -142.4% | +16.6% |
| 3Y | +94.3% | +165.5% | -71.2% | +85.4% |
| All | +94.3% | +156.0% | -61.8% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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