+6,467.5%
ABT vs DUK
+2,575.5%
+3,892.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.9% |
| 7D | -3.1% | +0.7% | -3.8% | -3.4% |
| 30D | -2.1% | -2.0% | -0.1% | -1.5% |
| 3M | +17.4% | +0.2% | +17.2% | +17.3% |
| 6M | -2.4% | -6.9% | +4.5% | -0.2% |
| YTD | -14.2% | +6.1% | -20.4% | -16.1% |
| 1Y | -18.3% | +4.4% | -22.8% | -19.7% |
| 3Y | +11.5% | +49.1% | -37.6% | -3.1% |
| 5Y | -9.9% | +39.6% | -49.4% | -20.3% |
| 10Y | +204.4% | +125.1% | +79.2% | +128.8% |
| All | +6,467.5% | +2,575.5% | +3,892.0% | +1,564.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling