+527.5%
APP vs DUK
+62.8%
+464.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +4.3% |
| 7D | +4.6% | +1.9% | +2.6% | +5.2% |
| 30D | +56.0% | +8.9% | +47.2% | +60.5% |
| 3M | +30.8% | +5.6% | +25.3% | +33.4% |
| 6M | -9.8% | +7.0% | -16.8% | -7.3% |
| YTD | -39.3% | +14.0% | -53.3% | -36.6% |
| 1Y | -26.4% | +9.1% | -35.5% | -23.7% |
| 3Y | +887.9% | +67.6% | +820.3% | +915.7% |
| 5Y | +264.1% | +56.6% | +207.5% | +292.1% |
| All | +527.5% | +62.8% | +464.6% | +596.7% |
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