+40.2%
DUK vs AME
+82.6%
-42.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -2.2% | -8.6% | +6.4% | -0.8% |
| 3M | -3.7% | +5.8% | -9.5% | -4.8% |
| 6M | -6.3% | +3.8% | -10.2% | -7.2% |
| YTD | +4.5% | +14.4% | -9.9% | +1.4% |
| 1Y | +1.8% | +25.8% | -24.0% | -3.2% |
| 3Y | +46.8% | +55.2% | -8.4% | +29.3% |
| 5Y | +40.2% | +85.5% | -45.3% | +12.5% |
| All | +40.2% | +82.6% | -42.4% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 5y: compounded portfolio wealth divided by compounded AME 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…
5y analysis · Full analysis span regression · 6 months rolling