+112,825.2%
AMAT vs DUK
+2,745.4%
+110,079.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.3% |
| 7D | -2.5% | +1.9% | -4.4% | -3.1% |
| 30D | -26.5% | +10.5% | -37.1% | -29.0% |
| 3M | -28.6% | +7.3% | -35.9% | -30.4% |
| 6M | -14.2% | +5.7% | -19.9% | -16.6% |
| YTD | +45.5% | +12.9% | +32.6% | +38.1% |
| 1Y | +59.3% | +8.6% | +50.8% | +53.0% |
| 3Y | +153.1% | +63.5% | +89.6% | +106.2% |
| 5Y | +158.2% | +52.4% | +105.8% | +113.0% |
| 10Y | +1,370.8% | +157.4% | +1,213.4% | +902.8% |
| All | +112,825.2% | +2,745.4% | +110,079.8% | +24,510.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling