+67.6%
DUK vs ALM
+909.2%
-841.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.4% | +1.3% |
| 7D | +1.9% | +1.2% | +0.7% | +1.9% |
| 30D | +8.9% | -19.3% | +28.2% | +8.9% |
| 3M | +5.6% | -40.6% | +46.2% | +5.7% |
| 6M | +7.0% | -57.9% | +64.9% | +7.3% |
| YTD | +14.0% | -6.7% | +20.7% | +13.4% |
| 1Y | +9.1% | +20.2% | -11.1% | +8.1% |
| 3Y | +67.6% | +879.4% | -811.9% | +66.3% |
| All | +67.6% | +909.2% | -841.6% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling