+369.4%
DUK vs ACM
+230.8%
+138.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | 0.0% | -3.7% | +3.7% | +0.6% |
| 30D | -1.7% | -11.1% | +9.4% | 0.0% |
| 3M | -0.4% | -8.0% | +7.5% | +0.5% |
| 6M | -7.2% | -29.7% | +22.4% | -2.4% |
| YTD | +5.3% | -29.4% | +34.6% | +10.2% |
| 1Y | +3.0% | -46.4% | +49.4% | +12.7% |
| 3Y | +53.1% | -22.3% | +75.4% | +55.7% |
| 5Y | +37.9% | +4.5% | +33.5% | +32.1% |
| 10Y | +124.8% | +127.6% | -2.8% | +82.2% |
| All | +369.4% | +230.8% | +138.6% | +201.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling