+213.7%
AFRM vs DUOL
-0.2%
+214.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -3.0% |
| 7D | -7.3% | +21.9% | -29.2% | -14.0% |
| 30D | -9.6% | +5.7% | -15.3% | -12.0% |
| 3M | -11.1% | +30.9% | -41.9% | -20.4% |
| 6M | +3.9% | +52.8% | -48.9% | -13.7% |
| YTD | -8.5% | -8.6% | +0.1% | -9.6% |
| 1Y | +3.3% | -17.2% | +20.5% | +5.1% |
| 3Y | +213.7% | +2.0% | +211.8% | +164.6% |
| All | +213.7% | -0.2% | +214.0% | +164.6% |
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