+847.3%
DUK vs AMT
+1,439.7%
-592.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -1.1% | -2.2% | +1.0% | -0.9% |
| 30D | +8.8% | +5.8% | +3.0% | +8.0% |
| 3M | +5.0% | +12.6% | -7.5% | +3.4% |
| 6M | +4.6% | +8.3% | -3.7% | +3.3% |
| YTD | +12.6% | +11.4% | +1.2% | +10.7% |
| 1Y | +7.4% | +7.7% | -0.3% | +6.0% |
| 3Y | +63.1% | +14.8% | +48.3% | +59.3% |
| 5Y | +54.6% | -18.0% | +72.5% | +56.5% |
| 10Y | +156.5% | +133.0% | +23.5% | +135.3% |
| All | +847.3% | +1,439.7% | -592.4% | +594.8% |
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