+37.6%
AA vs DUOL
+9.2%
+28.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.7% |
| 7D | -0.7% | +5.1% | -5.8% | -1.5% |
| 30D | +5.0% | +14.1% | -9.2% | +2.3% |
| 3M | -35.8% | +41.5% | -77.3% | -40.3% |
| 6M | -18.4% | +60.6% | -79.0% | -26.5% |
| YTD | -5.5% | -12.0% | +6.5% | -5.3% |
| 1Y | +61.0% | -43.4% | +104.3% | +72.7% |
| 3Y | +66.2% | +3.7% | +62.5% | +49.3% |
| 5Y | +11.4% | -5.3% | +16.7% | -14.1% |
| All | +37.6% | +9.2% | +28.3% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling