+125.9%
DUK vs AMT
+103.9%
+22.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -1.7% | -2.7% | +1.0% | -0.5% |
| 30D | -2.2% | +2.0% | -4.3% | -3.2% |
| 3M | -3.7% | -9.3% | +5.6% | +0.1% |
| 6M | -6.3% | -5.2% | -1.1% | -4.9% |
| YTD | +4.5% | +0.5% | +4.0% | +3.0% |
| 1Y | +1.8% | -7.3% | +9.1% | +3.8% |
| 3Y | +46.8% | +6.2% | +40.6% | +37.0% |
| 5Y | +40.2% | -31.2% | +71.4% | +58.6% |
| All | +125.9% | +103.9% | +22.1% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling