+232.1%
DUK vs ALM
+3,551.9%
-3,319.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| YTD | +14.0% | -6.7% | +20.7% | +13.9% |
| 1Y | +9.1% | +20.2% | -11.1% | +8.9% |
| 3Y | +67.6% | +879.4% | -811.9% | +65.9% |
| 5Y | +56.6% | +415.3% | -358.7% | +55.1% |
| 10Y | +159.8% | +2,100.8% | -1,941.0% | +155.6% |
| All | +232.1% | +3,551.9% | -3,319.8% | +220.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling