+67.6%
DUK vs APA
+45.9%
+21.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.3% |
| 7D | +1.9% | +8.5% | -6.6% | +1.9% |
| 30D | +8.9% | +2.8% | +6.1% | +8.9% |
| 3M | +5.6% | +21.7% | -16.2% | +5.4% |
| 6M | +7.0% | +32.6% | -25.6% | +6.7% |
| YTD | +14.0% | +103.7% | -89.7% | +13.4% |
| 1Y | +9.1% | +101.8% | -92.7% | +8.5% |
| 3Y | +67.6% | +48.1% | +19.5% | +70.1% |
| All | +67.6% | +45.9% | +21.6% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 3y: compounded portfolio wealth divided by compounded APA 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…
3y analysis · Full analysis span regression · 6 months rolling