+45.6%
DUK vs APTV
-55.3%
+100.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.5% | -0.9% |
| 7D | -1.7% | -1.8% | +0.1% | -1.7% |
| 30D | -2.2% | -7.9% | +5.7% | -2.3% |
| 3M | -3.7% | -29.9% | +26.2% | -3.8% |
| 6M | -6.3% | -36.6% | +30.2% | -6.4% |
| YTD | +4.5% | -40.0% | +44.5% | +4.5% |
| 1Y | +1.8% | -44.0% | +45.8% | +1.8% |
| All | +45.6% | -55.3% | +100.9% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 3y: compounded portfolio wealth divided by compounded APTV 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…
3y analysis · Full analysis span regression · 6 months rolling