+221.8%
AFRM vs DUOL
+2.2%
+219.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -1.6% |
| 7D | -7.0% | +5.1% | -12.0% | -8.9% |
| 30D | -7.8% | +14.1% | -21.9% | -12.9% |
| 3M | +5.3% | +41.5% | -36.2% | -9.5% |
| 6M | +42.6% | +60.6% | -18.0% | +16.1% |
| YTD | -2.8% | -12.0% | +9.2% | -1.5% |
| 1Y | -19.3% | -43.4% | +24.1% | -6.9% |
| All | +221.8% | +2.2% | +219.6% | +127.0% |
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 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