+228.9%
ARM vs DUK
+58.6%
+170.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +2.7% |
| 7D | -15.2% | +0.3% | -15.5% | -14.6% |
| 30D | -40.7% | +10.6% | -51.3% | -32.9% |
| 3M | -39.1% | +4.0% | -43.1% | -35.7% |
| 6M | -26.4% | +3.6% | -30.0% | -21.1% |
| YTD | +59.7% | +11.9% | +47.9% | +85.8% |
| 1Y | +10.3% | +6.7% | +3.7% | +22.9% |
| 3Y | +228.9% | +59.4% | +169.4% | +495.9% |
| All | +228.9% | +58.6% | +170.2% | +495.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling