+2,250.9%
DUK vs AZO
+41,743.6%
-39,492.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -0.7% | -3.6% | +2.9% | -0.1% |
| 30D | -2.4% | -5.6% | +3.1% | -1.5% |
| 3M | -3.0% | -6.6% | +3.7% | -2.0% |
| 6M | -6.6% | -22.5% | +16.0% | -2.9% |
| YTD | +4.6% | -15.2% | +19.7% | +6.9% |
| 1Y | +1.2% | -33.9% | +35.2% | +7.7% |
| 3Y | +45.7% | +11.8% | +33.9% | +41.4% |
| 5Y | +40.3% | +85.5% | -45.2% | +24.4% |
| 10Y | +129.9% | +298.2% | -168.3% | +79.1% |
| All | +2,250.9% | +41,743.6% | -39,492.7% | +1,063.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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