+847.3%
DUK vs ALNY
+3,976.7%
-3,129.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | -0.7% | -6.5% | +5.9% | -0.3% |
| 30D | -2.4% | +11.0% | -13.5% | -3.0% |
| 3M | -3.0% | -14.1% | +11.1% | -2.6% |
| 6M | -6.6% | -22.4% | +15.8% | -5.7% |
| YTD | +4.6% | -37.5% | +42.0% | +6.5% |
| 1Y | +1.2% | -46.9% | +48.2% | +3.9% |
| 3Y | +45.7% | +22.1% | +23.6% | +41.9% |
| 5Y | +40.3% | +31.2% | +9.1% | +34.4% |
| 10Y | +129.9% | +256.3% | -126.4% | +100.4% |
| All | +847.3% | +3,976.7% | -3,129.5% | +571.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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