+164.5%
ACGL vs DUOL
-6.3%
+170.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.6% |
| 7D | -0.7% | +5.1% | -5.8% | -1.0% |
| 30D | -1.0% | +14.1% | -15.1% | -1.8% |
| 3M | +11.0% | +41.5% | -30.5% | +8.9% |
| 6M | -0.3% | +60.6% | -60.9% | -3.0% |
| YTD | +2.3% | -12.0% | +14.3% | +2.4% |
| 1Y | +6.4% | -43.4% | +49.7% | +8.6% |
| 3Y | +34.0% | +3.7% | +30.2% | +31.0% |
| All | +164.5% | -6.3% | +170.8% | +151.8% |
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 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