-17.7%
AFRM vs DUOL
-10.4%
-7.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.9% | +2.7% |
| 7D | +3.1% | -7.8% | +10.9% | +8.0% |
| 30D | -4.2% | +11.8% | -16.0% | -11.6% |
| 3M | +10.1% | +24.1% | -14.0% | -7.4% |
| 6M | +39.4% | +43.6% | -4.2% | +5.4% |
| YTD | -3.2% | -16.6% | +13.4% | +1.1% |
| 1Y | -16.1% | -46.0% | +30.0% | +7.8% |
| 3Y | +220.8% | -6.5% | +227.2% | +106.3% |
| 5Y | -17.7% | -7.4% | -10.2% | -59.6% |
| All | -17.7% | -10.4% | -7.3% | -59.6% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling