+137,736.4%
AMAT vs DUK
+2,553.0%
+135,183.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.6% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -14.8% | -1.7% | -13.1% | -14.4% |
| 3M | -9.3% | -0.4% | -8.8% | -9.7% |
| 6M | +27.4% | -7.2% | +34.6% | +29.3% |
| YTD | +77.6% | +5.3% | +72.3% | +72.9% |
| 1Y | +188.9% | +3.0% | +186.0% | +182.4% |
| 3Y | +202.3% | +53.1% | +149.2% | +151.8% |
| 5Y | +248.9% | +37.9% | +211.0% | +197.9% |
| 10Y | +1,585.2% | +124.8% | +1,460.4% | +1,103.8% |
| All | +137,736.4% | +2,553.0% | +135,183.4% | +30,711.5% |
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 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