+87.7%
ARM vs DUK
+3.7%
+84.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +0.3% |
| 7D | +12.5% | -0.1% | +12.6% | +12.3% |
| 30D | -1.4% | +0.2% | -1.6% | -1.0% |
| 3M | -18.7% | -1.9% | -16.8% | -19.8% |
| 6M | +124.6% | -6.5% | +131.1% | +114.6% |
| YTD | +141.7% | +5.4% | +136.3% | +152.2% |
| 1Y | +87.7% | +3.6% | +84.1% | +92.0% |
| All | +87.7% | +3.7% | +84.0% | +92.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling