+63.1%
ADM vs DUOL
-6.6%
+69.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | 0.0% |
| 7D | -0.1% | -7.8% | +7.7% | +0.1% |
| 30D | +11.0% | +11.8% | -0.8% | +10.7% |
| 3M | +6.0% | +24.1% | -18.1% | +5.4% |
| 6M | +26.9% | +43.6% | -16.7% | +25.7% |
| YTD | +50.0% | -16.6% | +66.6% | +50.5% |
| 1Y | +39.6% | -46.0% | +85.6% | +41.4% |
| 3Y | +18.5% | -6.5% | +25.0% | +15.6% |
| All | +63.1% | -6.6% | +69.7% | +53.0% |
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