+114.9%
AXP vs DUK
+65.4%
+49.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | -0.1% | +1.9% | -2.1% | -0.1% |
| 30D | +4.4% | +8.9% | -4.4% | +4.8% |
| 3M | -6.4% | +5.6% | -12.0% | -6.2% |
| 6M | +4.2% | +7.0% | -2.8% | +4.4% |
| YTD | -12.4% | +14.0% | -26.4% | -12.4% |
| 1Y | -11.1% | +9.1% | -20.2% | -11.0% |
| 3Y | +114.9% | +67.6% | +47.3% | +105.4% |
| All | +114.9% | +65.4% | +49.5% | +105.4% |
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