+391.7%
APP vs DUK
+50.3%
+341.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +1.9% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -23.3% | -1.7% | -21.6% | -23.6% |
| 3M | -42.6% | -0.4% | -42.2% | -42.5% |
| 6M | -33.6% | -7.2% | -26.4% | -34.5% |
| YTD | -52.4% | +5.3% | -57.7% | -51.6% |
| 1Y | -35.9% | +3.0% | -38.8% | -35.0% |
| 3Y | +642.2% | +53.1% | +589.1% | +644.1% |
| 5Y | +311.1% | +37.9% | +273.2% | +318.6% |
| All | +391.7% | +50.3% | +341.4% | +431.4% |
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 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