+3.2%
AA vs DUOL
-17.6%
+20.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -3.4% | -7.0% | +3.6% | -2.4% |
| 30D | -5.8% | +6.7% | -12.5% | -7.2% |
| 3M | -29.9% | +16.0% | -45.9% | -32.5% |
| 6M | -27.0% | +45.4% | -72.4% | -33.1% |
| YTD | -8.7% | -18.1% | +9.4% | -7.5% |
| 1Y | +50.6% | -53.6% | +104.2% | +67.6% |
| 3Y | +74.1% | -11.0% | +85.0% | +60.7% |
| All | +3.2% | -17.6% | +20.8% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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