+384.5%
ALAB vs DUK
+38.7%
+345.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +3.2% |
| 7D | +9.6% | -0.1% | +9.7% | +9.7% |
| 30D | -5.3% | +0.2% | -5.5% | -4.7% |
| 3M | -12.0% | -1.9% | -10.2% | -12.8% |
| 6M | +145.7% | -6.5% | +152.2% | +131.0% |
| YTD | +80.7% | +5.4% | +75.2% | +98.9% |
| 1Y | +40.1% | +3.6% | +36.6% | +53.1% |
| All | +384.5% | +38.7% | +345.8% | +781.0% |
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