+11.2%
AFRM vs DUOL
+9.1%
+2.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +2.1% |
| 7D | -7.5% | +14.0% | -21.6% | -16.2% |
| 30D | -15.7% | +2.9% | -18.6% | -19.0% |
| 3M | -9.6% | +17.8% | -27.4% | -21.4% |
| 6M | +6.3% | +42.8% | -36.6% | -21.0% |
| YTD | -8.6% | -12.1% | +3.5% | -10.1% |
| 1Y | -7.6% | -23.3% | +15.7% | -2.1% |
| 3Y | +173.7% | -24.0% | +197.7% | +109.3% |
| 5Y | -56.9% | +5.1% | -62.0% | -79.6% |
| All | +11.2% | +9.1% | +2.1% | -59.0% |
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 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