-40.9%
ACHR vs DUOL
+3.5%
-44.5%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.2% | +7.3% | +4.0% |
| 7D | +4.9% | -7.8% | +12.7% | +7.9% |
| 30D | +4.3% | +11.8% | -7.5% | -0.3% |
| 3M | +1.7% | +24.1% | -22.4% | -7.5% |
| 6M | -6.9% | +43.6% | -50.5% | -20.8% |
| YTD | -22.5% | -16.6% | -5.9% | -20.3% |
| 1Y | -31.5% | -46.0% | +14.5% | -19.1% |
| 3Y | -14.4% | -6.5% | -7.9% | -27.2% |
| 5Y | -41.6% | -7.4% | -34.2% | -60.7% |
| All | -40.9% | +3.5% | -44.5% | -60.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling