+126.0%
DUK vs AGI
+392.3%
-266.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -0.7% | -2.7% | +2.1% | -0.5% |
| 30D | -2.4% | +7.2% | -9.7% | -3.0% |
| 3M | -3.0% | +4.3% | -7.3% | -3.5% |
| 6M | -6.6% | -27.1% | +20.5% | -5.0% |
| YTD | +4.6% | -6.6% | +11.2% | +4.1% |
| 1Y | +1.2% | +9.5% | -8.3% | -0.7% |
| 3Y | +45.7% | +208.4% | -162.8% | +31.2% |
| 5Y | +40.3% | +401.6% | -361.3% | +21.3% |
| All | +126.0% | +392.3% | -266.3% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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