-24.7%
ACN vs DUK
+1.8%
-26.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.4% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +9.4% | -1.7% | +11.0% | +9.1% |
| 3M | +5.6% | -0.4% | +6.1% | +6.8% |
| 6M | -9.3% | -7.2% | -2.0% | -10.5% |
| YTD | -29.0% | +5.3% | -34.2% | -26.3% |
| 1Y | -24.7% | +3.0% | -27.6% | -23.7% |
| All | -24.7% | +1.8% | -26.5% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling