+859.6%
DUK vs AMT
+1,454.7%
-595.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | +1.9% | +1.5% | +0.4% | +1.7% |
| 30D | +8.9% | +6.8% | +2.1% | +7.9% |
| 3M | +5.6% | +11.2% | -5.7% | +4.0% |
| 6M | +7.0% | +12.5% | -5.5% | +5.1% |
| YTD | +14.0% | +12.5% | +1.5% | +12.0% |
| 1Y | +9.1% | +10.1% | -1.0% | +7.4% |
| 3Y | +67.6% | +16.0% | +51.6% | +63.5% |
| 5Y | +56.6% | -17.2% | +73.7% | +58.4% |
| 10Y | +159.8% | +135.2% | +24.5% | +138.0% |
| All | +859.6% | +1,454.7% | -595.1% | +603.0% |
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