+40.2%
DUK vs APD
+24.4%
+15.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -1.7% | -3.5% | +1.8% | -1.0% |
| 30D | -2.2% | -5.1% | +2.8% | -1.4% |
| 3M | -3.7% | +6.9% | -10.6% | -5.0% |
| 6M | -6.3% | +8.1% | -14.4% | -7.9% |
| YTD | +4.5% | +21.2% | -16.7% | +0.4% |
| 1Y | +1.8% | +4.9% | -3.0% | +0.5% |
| 3Y | +46.8% | +6.3% | +40.5% | +42.3% |
| 5Y | +40.2% | +24.3% | +16.0% | +28.2% |
| All | +40.2% | +24.4% | +15.8% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling