+2,761.7%
DUK vs APA
+942.4%
+1,819.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | +1.9% | +8.5% | -6.6% | +1.2% |
| 30D | +8.9% | +2.8% | +6.1% | +8.5% |
| 3M | +5.6% | +21.7% | -16.2% | +3.4% |
| 6M | +7.0% | +32.6% | -25.6% | +3.7% |
| YTD | +14.0% | +103.7% | -89.7% | +5.8% |
| 1Y | +9.1% | +101.8% | -92.7% | +1.2% |
| 3Y | +67.6% | +48.1% | +19.5% | +57.0% |
| 5Y | +56.6% | +91.9% | -35.3% | +39.3% |
| 10Y | +159.8% | +8.4% | +151.4% | +116.6% |
| All | +2,761.7% | +942.4% | +1,819.2% | +1,806.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling