-11.3%
ABT vs DUK
+39.2%
-50.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -5.9% | -0.7% | -5.2% | -5.6% |
| 30D | -8.1% | -2.4% | -5.6% | -7.1% |
| 3M | +14.5% | -3.0% | +17.5% | +16.0% |
| 6M | -6.3% | -6.6% | +0.3% | -3.5% |
| YTD | -17.1% | +4.6% | -21.7% | -19.2% |
| 1Y | -21.4% | +1.2% | -22.6% | -22.2% |
| 3Y | +5.9% | +45.7% | -39.7% | -12.3% |
| All | -11.3% | +39.2% | -50.5% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling