+311.3%
ARM vs DUK
+43.4%
+267.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +4.5% |
| 7D | +11.4% | +0.7% | +10.7% | +12.1% |
| 30D | -7.4% | -2.0% | -5.4% | -9.4% |
| 3M | -24.5% | +0.2% | -24.7% | -23.7% |
| 6M | +128.7% | -6.9% | +135.5% | +119.3% |
| YTD | +139.3% | +6.1% | +133.1% | +156.0% |
| 1Y | +88.0% | +4.4% | +83.5% | +99.5% |
| All | +311.3% | +43.4% | +267.9% | +468.7% |
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