+190.8%
DUK vs AMC
-98.1%
+288.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.0% |
| 7D | 0.0% | +2.3% | -2.3% | 0.0% |
| 30D | -1.7% | -0.7% | -0.9% | -1.7% |
| 3M | -0.4% | +35.2% | -35.6% | -0.8% |
| 6M | -7.2% | +124.6% | -131.8% | -8.0% |
| YTD | +5.3% | +69.9% | -64.6% | +4.6% |
| 1Y | +3.0% | -2.6% | +5.5% | +2.7% |
| 3Y | +53.1% | -79.8% | +132.8% | +53.7% |
| 5Y | +37.9% | -99.4% | +137.3% | +41.1% |
| 10Y | +124.8% | -98.9% | +223.7% | +112.9% |
| All | +190.8% | -98.1% | +288.9% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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