-11.6%
ABT vs DUOL
-15.6%
+4.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.0% | -2.0% |
| 7D | -5.0% | -8.6% | +3.6% | -4.7% |
| 30D | -5.8% | +7.2% | -13.0% | -6.1% |
| 3M | +16.7% | +19.1% | -2.3% | +15.7% |
| 6M | -5.2% | +52.5% | -57.8% | -7.1% |
| YTD | -16.0% | -17.3% | +1.3% | -15.7% |
| 1Y | -18.3% | -49.2% | +31.0% | -16.6% |
| 3Y | +9.2% | -7.3% | +16.5% | +5.3% |
| 5Y | -11.6% | -16.3% | +4.7% | -17.9% |
| All | -11.6% | -15.6% | +4.0% | -17.9% |
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