+432.2%
DUK vs AG
+445.6%
-13.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.9% |
| 7D | 0.0% | +1.0% | -1.0% | -0.1% |
| 30D | -1.7% | +19.2% | -20.8% | -2.5% |
| 3M | -0.4% | +6.2% | -6.6% | -1.0% |
| 6M | -7.2% | -26.7% | +19.4% | -6.5% |
| YTD | +5.3% | +26.1% | -20.9% | +3.2% |
| 1Y | +3.0% | +131.7% | -128.7% | -2.2% |
| 3Y | +53.1% | +255.3% | -202.3% | +40.3% |
| 5Y | +37.9% | +61.9% | -24.0% | +29.3% |
| 10Y | +124.8% | +72.0% | +52.8% | +102.0% |
| All | +432.2% | +445.6% | -13.4% | +301.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling