-13.3%
ACN vs DUOL
+16.9%
-30.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | -0.5% |
| 7D | -3.8% | +3.0% | -6.9% | -4.3% |
| 30D | +16.5% | +18.3% | -1.8% | +13.4% |
| 3M | +41.5% | +14.7% | +26.7% | +38.1% |
| 6M | +60.1% | +57.5% | +2.6% | +50.1% |
| YTD | -3.9% | -5.8% | +1.9% | -5.4% |
| 1Y | +4.1% | -11.4% | +15.5% | +3.0% |
| 3Y | -15.9% | -22.5% | +6.7% | -18.5% |
| 5Y | -26.3% | +6.6% | -33.0% | -37.2% |
| All | -13.3% | +16.9% | -30.2% | -25.7% |
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