-42.0%
ACN vs DUK
+49.4%
-91.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -5.0% | -4.2% |
| 7D | -4.8% | +0.7% | -5.5% | -4.9% |
| 30D | +1.9% | -2.0% | +3.9% | +2.0% |
| 3M | +3.9% | +0.2% | +3.7% | +4.1% |
| 6M | -15.0% | -6.9% | -8.1% | -14.6% |
| YTD | -31.9% | +6.1% | -38.0% | -32.2% |
| 1Y | -28.5% | +4.4% | -32.9% | -28.8% |
| All | -42.0% | +49.4% | -91.4% | -47.5% |
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