+40.2%
DUK vs ALM
+856.4%
-816.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.6% | +8.7% | -0.8% |
| 7D | -1.7% | -7.1% | +5.4% | -1.6% |
| 30D | -2.2% | +24.7% | -26.9% | -2.4% |
| 3M | -3.7% | +8.3% | -12.0% | -3.8% |
| 6M | -6.3% | -22.2% | +15.8% | -6.2% |
| YTD | +4.5% | +88.1% | -83.6% | +3.3% |
| 1Y | +1.8% | +272.4% | -270.5% | -0.4% |
| 3Y | +46.8% | +2,004.1% | -1,957.3% | +39.6% |
| 5Y | +40.2% | +915.8% | -875.5% | +34.6% |
| All | +40.2% | +856.4% | -816.2% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling