+126.0%
DUK vs APD
+166.7%
-40.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -0.7% | -3.3% | +2.6% | +0.4% |
| 30D | -2.4% | -4.2% | +1.7% | -1.2% |
| 3M | -3.0% | +5.4% | -8.4% | -4.9% |
| 6M | -6.6% | +6.3% | -12.8% | -8.8% |
| YTD | +4.6% | +20.3% | -15.8% | -2.2% |
| 1Y | +1.2% | +1.6% | -0.4% | -0.4% |
| 3Y | +45.7% | +4.0% | +41.7% | +38.4% |
| 5Y | +40.3% | +23.3% | +17.0% | +21.5% |
| All | +126.0% | +166.7% | -40.6% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling