+3.0%
DUK vs APD
+6.0%
-3.1%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | 0.0% | -2.2% | +2.2% | +0.1% |
| 30D | -1.7% | +2.1% | -3.8% | -1.8% |
| 3M | -0.4% | +7.2% | -7.6% | -0.7% |
| 6M | -7.2% | +11.2% | -18.5% | -7.5% |
| YTD | +5.3% | +24.4% | -19.1% | +4.1% |
| 1Y | +3.0% | +6.7% | -3.7% | +3.0% |
| All | +3.0% | +6.0% | -3.1% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling