+203.0%
AMAT vs DUK
+53.3%
+149.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +3.7% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -14.8% | -1.7% | -13.1% | -15.7% |
| 3M | -9.3% | -0.4% | -8.8% | -9.0% |
| 6M | +27.4% | -7.2% | +34.6% | +23.6% |
| YTD | +77.6% | +5.3% | +72.3% | +84.2% |
| 1Y | +188.9% | +3.0% | +186.0% | +197.1% |
| All | +203.0% | +53.3% | +149.7% | +259.2% |
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