+61.4%
AFL vs DUOL
-8.7%
+70.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.4% |
| 7D | -3.3% | -8.6% | +5.3% | -3.0% |
| 30D | -5.0% | +7.2% | -12.2% | -5.2% |
| 3M | -1.8% | +19.1% | -20.8% | -2.4% |
| 6M | +4.8% | +52.5% | -47.7% | +3.2% |
| YTD | +5.4% | -17.3% | +22.7% | +5.9% |
| 1Y | +9.0% | -49.2% | +58.2% | +11.3% |
| All | +61.4% | -8.7% | +70.1% | +58.6% |
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