+67.3%
AG vs DUOL
-15.6%
+82.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.3% | -9.1% | -5.5% |
| 7D | -5.8% | -8.6% | +2.8% | -4.6% |
| 30D | +6.4% | +7.2% | -0.8% | +4.9% |
| 3M | +28.4% | +19.1% | +9.3% | +23.7% |
| 6M | -24.5% | +52.5% | -77.0% | -30.6% |
| YTD | +21.2% | -17.3% | +38.5% | +22.4% |
| 1Y | +114.1% | -49.2% | +163.3% | +133.4% |
| 3Y | +268.0% | -7.3% | +275.3% | +236.8% |
| 5Y | +67.3% | -16.3% | +83.6% | +32.5% |
| All | +67.3% | -15.6% | +82.9% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling