+126.7%
AMAT vs DUK
+52.1%
+74.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +3.8% |
| 7D | -14.7% | +0.3% | -15.0% | -14.6% |
| 30D | -36.1% | +10.6% | -46.7% | -34.4% |
| 3M | -36.9% | +4.0% | -40.9% | -36.0% |
| 6M | -22.2% | +3.6% | -25.8% | -21.0% |
| YTD | +29.9% | +11.9% | +18.1% | +33.1% |
| 1Y | +43.3% | +6.7% | +36.6% | +46.1% |
| 3Y | +142.7% | +59.4% | +83.2% | +137.9% |
| All | +126.7% | +52.1% | +74.6% | +130.9% |
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