+1.2%
DUK vs ALM
+247.3%
-246.1%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.6% | 0.0% |
| 7D | -0.7% | -11.8% | +11.2% | -0.7% |
| 30D | -2.4% | +7.8% | -10.2% | -2.4% |
| 3M | -3.0% | -9.3% | +6.3% | -2.9% |
| 6M | -6.6% | -30.5% | +23.9% | -6.2% |
| YTD | +4.6% | +75.8% | -71.3% | +3.7% |
| 1Y | +1.2% | +241.2% | -240.0% | -3.1% |
| All | +1.2% | +247.3% | -246.1% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling