+54,540.1%
AMGN vs DUK
+2,557.6%
+51,982.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -11.6% | -0.1% | -11.5% | -11.6% |
| 30D | -5.7% | +0.2% | -5.9% | -5.8% |
| 3M | +14.2% | -1.9% | +16.1% | +14.8% |
| 6M | +5.2% | -6.5% | +11.7% | +7.3% |
| YTD | +22.0% | +5.4% | +16.6% | +19.6% |
| 1Y | +43.6% | +3.6% | +40.1% | +41.6% |
| 3Y | +65.0% | +48.1% | +16.9% | +44.5% |
| 5Y | +112.0% | +39.6% | +72.5% | +87.9% |
| 10Y | +216.6% | +131.8% | +84.7% | +136.1% |
| All | +54,540.1% | +2,557.6% | +51,982.5% | +15,458.0% |
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