-3.8%
ABT vs DUOL
-1.5%
-2.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | -0.1% |
| 7D | -4.7% | -11.8% | +7.0% | -4.3% |
| 30D | -3.1% | +1.5% | -4.6% | -3.2% |
| 3M | +16.1% | +18.1% | -2.0% | +15.2% |
| 6M | -5.3% | +38.7% | -44.0% | -6.8% |
| YTD | -14.4% | -20.7% | +6.2% | -14.1% |
| 1Y | -18.4% | -49.1% | +30.7% | -16.8% |
| 3Y | +11.2% | -11.0% | +22.2% | +7.5% |
| 5Y | -9.4% | -18.0% | +8.6% | -15.4% |
| All | -3.8% | -1.5% | -2.2% | -10.9% |
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 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