+40.2%
ADM vs DUOL
+11.3%
+28.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.2% |
| 7D | +0.7% | +0.3% | +0.5% | +0.7% |
| 30D | -14.7% | +12.4% | -27.1% | -15.0% |
| 3M | -10.4% | +16.9% | -27.3% | -10.8% |
| 6M | -10.9% | +48.5% | -59.4% | -11.9% |
| YTD | +26.0% | -10.3% | +36.3% | +26.0% |
| 1Y | +26.5% | -15.6% | +42.1% | +26.7% |
| 3Y | +8.2% | -25.6% | +33.8% | +6.9% |
| 5Y | +24.0% | +1.5% | +22.4% | +16.2% |
| All | +40.2% | +11.3% | +28.9% | +31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling