+63.9%
DUK vs ABCL
-81.3%
+145.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | 0.0% | +0.7% | -0.7% | 0.0% |
| 30D | -1.7% | +93.1% | -94.7% | -1.2% |
| 3M | -0.4% | +79.4% | -79.9% | +0.1% |
| 6M | -7.2% | +214.9% | -222.1% | -6.6% |
| YTD | +5.3% | +234.2% | -229.0% | +6.0% |
| 1Y | +3.0% | +174.8% | -171.8% | +3.7% |
| 3Y | +53.1% | +104.5% | -51.4% | +54.4% |
| 5Y | +37.9% | -39.0% | +76.9% | +38.0% |
| All | +63.9% | -81.3% | +145.2% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling