+296.4%
ARM vs DUK
+42.2%
+254.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +3.0% |
| 7D | +5.5% | 0.0% | +5.5% | +5.5% |
| 30D | -8.2% | -1.7% | -6.5% | -9.8% |
| 3M | -35.9% | -0.4% | -35.5% | -35.4% |
| 6M | +103.1% | -7.2% | +110.4% | +94.1% |
| YTD | +130.6% | +5.3% | +125.4% | +144.9% |
| 1Y | +86.1% | +3.0% | +83.1% | +95.0% |
| All | +296.4% | +42.2% | +254.2% | +444.0% |
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