+211.5%
DUK vs AMC
-97.5%
+309.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | -0.6% | -2.8% | +2.2% | -0.6% |
| 30D | +9.4% | +14.0% | -4.6% | +9.3% |
| 3M | +5.4% | +42.5% | -37.1% | +5.2% |
| 6M | +4.9% | +142.6% | -137.6% | +4.1% |
| YTD | +12.7% | +119.2% | -106.5% | +11.8% |
| 1Y | +7.8% | +40.7% | -33.0% | +7.3% |
| 3Y | +63.3% | -57.3% | +120.6% | +63.2% |
| 5Y | +54.2% | -99.1% | +153.4% | +57.3% |
| 10Y | +156.8% | -98.7% | +255.5% | +144.5% |
| All | +211.5% | -97.5% | +309.1% | +187.1% |
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