+41.5%
DUK vs APA
+171.6%
-130.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -0.7% |
| 7D | -0.1% | +0.3% | -0.4% | -0.1% |
| 30D | +0.2% | +9.3% | -9.1% | 0.0% |
| 3M | -1.9% | +23.3% | -25.2% | -2.5% |
| 6M | -6.5% | +39.5% | -46.0% | -7.6% |
| YTD | +5.4% | +87.6% | -82.2% | +3.3% |
| 1Y | +3.6% | +114.2% | -110.7% | +1.0% |
| 3Y | +48.1% | +13.6% | +34.6% | +47.8% |
| All | +41.5% | +171.6% | -130.1% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling