+195.5%
AMGN vs DUK
+129.4%
+66.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.4% |
| 7D | -13.7% | -0.7% | -13.0% | -13.5% |
| 30D | -8.8% | -2.4% | -6.4% | -8.0% |
| 3M | +7.2% | -3.0% | +10.2% | +8.4% |
| 6M | +1.3% | -6.6% | +7.8% | +3.8% |
| YTD | +17.6% | +4.6% | +13.1% | +15.1% |
| 1Y | +37.2% | +1.2% | +35.9% | +35.9% |
| 3Y | +57.7% | +45.7% | +12.1% | +33.7% |
| 5Y | +106.3% | +40.3% | +66.0% | +75.7% |
| All | +195.5% | +129.4% | +66.1% | +118.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling