+411.0%
AXP vs DUK
+157.3%
+253.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -2.9% | -0.6% | -2.2% | -2.6% |
| 30D | +3.7% | +9.4% | -5.7% | -0.9% |
| 3M | -4.9% | +5.4% | -10.3% | -7.5% |
| 6M | +4.1% | +4.9% | -0.8% | +1.0% |
| YTD | -11.7% | +12.7% | -24.4% | -18.0% |
| 1Y | -11.7% | +7.8% | -19.5% | -16.2% |
| 3Y | +116.5% | +63.3% | +53.2% | +56.4% |
| 5Y | +89.5% | +54.2% | +35.3% | +38.4% |
| All | +411.0% | +157.3% | +253.6% | +221.3% |
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