+49.1%
DUK vs ABCL
+105.4%
-56.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +0.7% | +1.4% | -0.7% | +0.7% |
| 30D | -2.0% | +65.1% | -67.1% | -1.2% |
| 3M | +0.2% | +111.1% | -110.9% | +1.4% |
| 6M | -6.9% | +231.6% | -238.5% | -5.5% |
| YTD | +6.1% | +234.5% | -228.4% | +7.7% |
| 1Y | +4.4% | +174.3% | -169.9% | +5.8% |
| 3Y | +49.1% | +111.5% | -62.3% | +56.8% |
| All | +49.1% | +105.4% | -56.3% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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