+61.4%
AMAT vs DUK
+7.9%
+53.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -0.8% |
| 7D | -11.2% | +4.9% | -16.1% | -6.7% |
| 30D | -31.9% | +13.8% | -45.7% | -22.5% |
| 3M | -32.3% | +5.2% | -37.5% | -28.2% |
| 6M | -5.4% | +3.5% | -8.9% | +0.8% |
| YTD | +44.3% | +13.5% | +30.8% | +62.3% |
| 1Y | +61.4% | +8.3% | +53.0% | +80.0% |
| All | +61.4% | +7.9% | +53.5% | +80.0% |
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 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