+6.6%
AMD vs DUK
+2.3%
+4.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +8.4% |
| 7D | -11.0% | +0.3% | -11.4% | -10.5% |
| 30D | -30.5% | +10.6% | -41.1% | -20.0% |
| 3M | -8.2% | +4.0% | -12.3% | -2.2% |
| 6M | +6.6% | +3.6% | +3.0% | +16.8% |
| All | +6.6% | +2.3% | +4.2% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling