+440.3%
AXP vs DUK
+143.3%
+297.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +0.9% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | +5.2% | +9.8% | -4.6% | +0.4% |
| 3M | -4.6% | +3.5% | -8.1% | -6.4% |
| 6M | +3.2% | +5.0% | -1.8% | +0.1% |
| YTD | -11.3% | +12.2% | -23.5% | -17.4% |
| 1Y | -11.0% | +7.2% | -18.2% | -15.3% |
| 3Y | +120.2% | +63.0% | +57.1% | +59.5% |
| 5Y | +91.7% | +52.3% | +39.4% | +41.4% |
| 10Y | +440.3% | +148.5% | +291.8% | +245.8% |
| All | +440.3% | +143.3% | +297.0% | +245.8% |
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