+18.5%
ADM vs DUOL
-5.7%
+24.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | -0.1% |
| 7D | -0.1% | -7.8% | +7.7% | -0.1% |
| 30D | +11.0% | +11.8% | -0.8% | +11.1% |
| 3M | +6.0% | +24.1% | -18.1% | +6.1% |
| 6M | +26.9% | +43.6% | -16.7% | +27.2% |
| YTD | +50.0% | -16.6% | +66.6% | +50.3% |
| 1Y | +39.6% | -46.0% | +85.6% | +40.0% |
| 3Y | +18.5% | -6.5% | +25.0% | +17.7% |
| All | +18.5% | -5.7% | +24.2% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling