+7.4%
ABT vs DUK
+47.1%
-39.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -5.0% | -1.7% | -3.3% | -4.3% |
| 30D | -5.8% | -2.2% | -3.5% | -4.9% |
| 3M | +16.7% | -3.7% | +20.4% | +18.5% |
| 6M | -5.2% | -6.3% | +1.1% | -2.8% |
| YTD | -16.0% | +4.5% | -20.5% | -17.9% |
| 1Y | -18.3% | +1.8% | -20.1% | -19.3% |
| All | +7.4% | +47.1% | -39.7% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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