+10.9%
AFRM vs DUOL
+16.1%
-5.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.8% | -1.9% | +0.1% |
| 7D | -10.3% | +1.8% | -12.0% | -11.2% |
| 30D | -13.7% | +11.1% | -24.8% | -20.8% |
| 3M | -11.6% | +21.2% | -32.7% | -24.2% |
| 6M | +2.1% | +56.1% | -54.0% | -28.0% |
| YTD | -8.9% | -6.5% | -2.4% | -13.6% |
| 1Y | -9.7% | -15.8% | +6.1% | -9.5% |
| 3Y | +202.5% | -22.4% | +224.9% | +131.9% |
| 5Y | -55.3% | +8.3% | -63.6% | -79.3% |
| All | +10.9% | +16.1% | -5.2% | -60.6% |
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 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