+268.9%
DUK vs APTV
+173.4%
+95.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.5% |
| 7D | -0.1% | -1.2% | +1.0% | 0.0% |
| 30D | +0.2% | -10.6% | +10.9% | +1.1% |
| 3M | -1.9% | -35.0% | +33.1% | +1.4% |
| 6M | -6.5% | -38.9% | +32.4% | -3.2% |
| YTD | +5.4% | -41.5% | +46.9% | +9.4% |
| 1Y | +3.6% | -45.8% | +49.4% | +8.1% |
| 3Y | +48.1% | -55.7% | +103.8% | +56.0% |
| 5Y | +39.6% | -70.1% | +109.7% | +50.5% |
| 10Y | +131.8% | -19.1% | +150.9% | +115.7% |
| All | +268.9% | +173.4% | +95.5% | +210.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling