+358.8%
APP vs DUK
+42.3%
+316.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.4% |
| 7D | +0.1% | +0.7% | -0.6% | +0.3% |
| 30D | -10.0% | -2.0% | -8.0% | -10.5% |
| 3M | -44.6% | +0.2% | -44.9% | -44.5% |
| 6M | -37.9% | -6.9% | -31.0% | -38.6% |
| YTD | -53.7% | +6.1% | -59.8% | -52.9% |
| 1Y | -43.0% | +4.4% | -47.4% | -42.1% |
| 3Y | +640.8% | +49.1% | +591.6% | +629.8% |
| 5Y | +358.8% | +39.6% | +319.3% | +367.4% |
| All | +358.8% | +42.3% | +316.5% | +367.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling