+160.6%
ABBV vs DUOL
+1.6%
+159.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +0.8% |
| 7D | +0.3% | -7.0% | +7.2% | +0.3% |
| 30D | +3.4% | +6.7% | -3.4% | +3.4% |
| 3M | +15.2% | +16.0% | -0.8% | +15.3% |
| 6M | +14.7% | +45.4% | -30.7% | +14.9% |
| YTD | +15.2% | -18.1% | +33.3% | +15.3% |
| 1Y | +20.4% | -53.6% | +73.9% | +20.6% |
| 3Y | +91.3% | -11.0% | +102.3% | +92.8% |
| 5Y | +189.6% | -17.1% | +206.7% | +186.4% |
| All | +160.6% | +1.6% | +159.0% | +167.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling