-16.1%
AFRM vs DUOL
-44.9%
+28.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.9% | +1.0% |
| 7D | +3.1% | -7.8% | +10.9% | +5.3% |
| 30D | -4.2% | +11.8% | -16.0% | -7.6% |
| 3M | +10.1% | +24.1% | -14.0% | +1.7% |
| 6M | +39.4% | +43.6% | -4.2% | +22.0% |
| YTD | -3.2% | -16.6% | +13.4% | -4.0% |
| 1Y | -16.1% | -46.0% | +30.0% | -8.0% |
| All | -16.1% | -44.9% | +28.9% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling