+2,761.7%
DUK vs APD
+6,473.2%
-3,711.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +1.9% | +3.8% | -1.9% | +1.0% |
| 30D | +8.9% | +8.2% | +0.7% | +6.7% |
| 3M | +5.6% | +4.3% | +1.3% | +4.4% |
| 6M | +7.0% | +4.7% | +2.3% | +5.4% |
| YTD | +14.0% | +31.5% | -17.5% | +5.7% |
| 1Y | +9.1% | +23.5% | -14.4% | +2.6% |
| 3Y | +67.6% | +29.1% | +38.5% | +52.7% |
| 5Y | +56.6% | +15.9% | +40.7% | +44.9% |
| 10Y | +159.8% | +191.9% | -32.1% | +88.4% |
| All | +2,761.7% | +6,473.2% | -3,711.6% | +889.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling