+235.2%
DUK vs AMCR
+93.5%
+141.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | -0.7% | -6.3% | +5.6% | +0.7% |
| 30D | -2.4% | -7.8% | +5.4% | -0.8% |
| 3M | -3.0% | +7.5% | -10.5% | -4.7% |
| 6M | -6.6% | +2.7% | -9.2% | -7.7% |
| YTD | +4.6% | +6.0% | -1.5% | +2.1% |
| 1Y | +1.2% | +7.8% | -6.6% | -1.6% |
| 3Y | +45.7% | +5.8% | +39.9% | +40.6% |
| 5Y | +40.3% | -11.6% | +51.9% | +40.2% |
| 10Y | +129.9% | +14.6% | +115.3% | +106.6% |
| All | +235.2% | +93.5% | +141.7% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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