+11.3%
AFRM vs DUOL
+13.5%
-2.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -3.5% |
| 7D | -7.3% | +21.9% | -29.2% | -19.1% |
| 30D | -9.6% | +5.7% | -15.3% | -14.4% |
| 3M | -11.1% | +30.9% | -41.9% | -27.5% |
| 6M | +3.9% | +52.8% | -48.9% | -25.9% |
| YTD | -8.5% | -8.6% | +0.1% | -11.9% |
| 1Y | +3.3% | -17.2% | +20.5% | +4.6% |
| 3Y | +213.7% | +2.0% | +211.8% | +88.2% |
| 5Y | -58.5% | +4.4% | -62.9% | -80.4% |
| All | +11.3% | +13.5% | -2.1% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling