+67.6%
DUK vs AG
+195.3%
-127.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.3% |
| 7D | +1.9% | -10.0% | +11.9% | +2.1% |
| 30D | +8.9% | -10.5% | +19.4% | +9.0% |
| 3M | +5.6% | -27.3% | +32.8% | +6.0% |
| 6M | +7.0% | -43.0% | +50.0% | +8.0% |
| YTD | +14.0% | -17.9% | +31.9% | +13.4% |
| 1Y | +9.1% | +11.9% | -2.8% | +7.3% |
| 3Y | +67.6% | +201.8% | -134.2% | +46.9% |
| All | +67.6% | +195.3% | -127.8% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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