+38.9%
DUK vs AMIX
-99.9%
+138.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +1.0% | -1.0% |
| 7D | 0.0% | -13.7% | +13.7% | 0.0% |
| 30D | -1.7% | -62.1% | +60.4% | -1.6% |
| 3M | -0.4% | -46.2% | +45.7% | -0.4% |
| 6M | -7.2% | -46.4% | +39.2% | -7.2% |
| YTD | +5.3% | -60.3% | +65.5% | +5.5% |
| 1Y | +3.0% | -79.7% | +82.6% | +3.6% |
| All | +38.9% | -99.9% | +138.8% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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