+125.9%
DUK vs ACM
+131.7%
-5.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | -1.7% | -5.9% | +4.2% | -0.7% |
| 30D | -2.2% | -6.2% | +4.0% | -1.4% |
| 3M | -3.7% | -7.9% | +4.2% | -2.7% |
| 6M | -6.3% | -30.6% | +24.3% | -0.8% |
| YTD | +4.5% | -33.3% | +37.8% | +10.9% |
| 1Y | +1.8% | -49.2% | +51.0% | +13.6% |
| 3Y | +46.8% | -23.5% | +70.3% | +48.8% |
| 5Y | +40.2% | +0.9% | +39.3% | +32.6% |
| All | +125.9% | +131.7% | -5.7% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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