+67.6%
DUK vs ALC
+4.4%
+63.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.9% |
| 7D | +1.9% | -1.1% | +3.0% | +2.1% |
| 30D | +8.9% | +16.0% | -7.2% | +7.0% |
| 3M | +5.6% | +0.8% | +4.7% | +5.3% |
| 6M | +7.0% | +16.8% | -9.9% | +4.9% |
| YTD | +14.0% | -5.5% | +19.5% | +14.1% |
| 1Y | +9.1% | -5.3% | +14.3% | +9.1% |
| 3Y | +67.6% | +4.1% | +63.5% | +62.4% |
| All | +67.6% | +4.4% | +63.2% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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