-55.4%
APP vs DUK
+7.9%
-63.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +13.1% |
| 7D | +4.5% | +4.9% | -0.3% | +9.7% |
| 30D | -3.6% | +13.8% | -17.5% | +10.8% |
| 3M | -35.3% | +5.2% | -40.4% | -31.7% |
| 6M | -42.8% | +3.5% | -46.2% | -40.3% |
| YTD | -59.7% | +13.5% | -73.1% | -51.0% |
| 1Y | -55.4% | +8.3% | -63.7% | -48.8% |
| All | -55.4% | +7.9% | -63.2% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling