+1,665.8%
AMAT vs DUK
+126.2%
+1,539.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.1% | +3.8% |
| 7D | +7.0% | +0.7% | +6.3% | +6.8% |
| 30D | -12.2% | -2.0% | -10.2% | -11.8% |
| 3M | -3.8% | +0.2% | -4.0% | -4.3% |
| 6M | +45.9% | -6.9% | +52.8% | +47.8% |
| YTD | +84.6% | +6.1% | +78.5% | +79.4% |
| 1Y | +193.4% | +4.4% | +188.9% | +185.5% |
| 3Y | +228.1% | +49.1% | +179.0% | +168.0% |
| 5Y | +268.9% | +39.6% | +229.4% | +205.4% |
| 10Y | +1,665.8% | +125.1% | +1,540.6% | +1,106.8% |
| All | +1,665.8% | +126.2% | +1,539.6% | +1,106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling