-36.9%
AMAT vs DUK
+3.2%
-40.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +2.4% |
| 7D | -14.7% | +0.3% | -15.0% | -14.4% |
| 30D | -36.1% | +10.6% | -46.7% | -32.2% |
| 3M | -36.9% | +4.0% | -40.9% | -32.5% |
| All | -36.9% | +3.2% | -40.0% | -32.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling