+39.6%
DUK vs ACM
+2.7%
+36.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.3% |
| 7D | -0.1% | -3.7% | +3.6% | +0.3% |
| 30D | +0.2% | -12.7% | +12.9% | +1.6% |
| 3M | -1.9% | -9.8% | +7.9% | -1.0% |
| 6M | -6.5% | -31.4% | +24.9% | -2.4% |
| YTD | +5.4% | -32.1% | +37.5% | +9.8% |
| 1Y | +3.6% | -47.8% | +51.4% | +12.2% |
| 3Y | +48.1% | -22.1% | +70.2% | +46.0% |
| 5Y | +39.6% | +1.8% | +37.8% | +28.9% |
| All | +39.6% | +2.7% | +36.8% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling