+785.7%
DUK vs AMT
+1,311.4%
-525.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -1.7% | +4.6% | -6.3% | -2.3% |
| 3M | -0.4% | -8.4% | +8.0% | +0.6% |
| 6M | -7.2% | -6.0% | -1.2% | -6.7% |
| YTD | +5.3% | +2.1% | +3.1% | +4.7% |
| 1Y | +3.0% | -6.4% | +9.3% | +3.5% |
| 3Y | +53.1% | +8.1% | +45.0% | +50.7% |
| 5Y | +37.9% | -31.9% | +69.9% | +43.0% |
| 10Y | +124.8% | +97.1% | +27.7% | +110.2% |
| All | +785.7% | +1,311.4% | -525.7% | +557.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling