+2,563.5%
DUK vs APA
+832.5%
+1,731.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.7% |
| 7D | +0.7% | -1.7% | +2.4% | +0.9% |
| 30D | -2.0% | +15.7% | -17.8% | -3.4% |
| 3M | +0.2% | +16.5% | -16.2% | -1.4% |
| 6M | -6.9% | +35.1% | -42.0% | -9.9% |
| YTD | +6.1% | +82.2% | -76.1% | -0.3% |
| 1Y | +4.4% | +102.5% | -98.0% | -3.2% |
| 3Y | +49.1% | +10.3% | +38.8% | +43.9% |
| 5Y | +39.6% | +166.1% | -126.6% | +19.7% |
| 10Y | +125.1% | -4.9% | +130.0% | +90.1% |
| All | +2,563.5% | +832.5% | +1,731.0% | +1,695.7% |
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