+520.8%
APP vs DUK
+61.0%
+459.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.5% | +2.3% |
| 7D | +48.9% | -0.6% | +49.6% | +48.7% |
| 30D | +49.4% | +9.4% | +40.0% | +54.0% |
| 3M | +27.0% | +5.4% | +21.6% | +29.5% |
| 6M | -15.4% | +4.9% | -20.3% | -13.6% |
| YTD | -39.9% | +12.7% | -52.7% | -37.4% |
| 1Y | -32.0% | +7.8% | -39.7% | -29.7% |
| 3Y | +824.3% | +63.3% | +761.0% | +848.4% |
| 5Y | +252.4% | +54.2% | +198.2% | +277.2% |
| All | +520.8% | +61.0% | +459.9% | +587.0% |
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