+60.5%
AG vs DUOL
-1.5%
+62.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | +2.8% |
| 7D | -0.1% | -11.8% | +11.7% | +1.7% |
| 30D | +12.5% | +1.5% | +11.0% | +11.8% |
| 3M | +28.2% | +18.1% | +10.0% | +23.7% |
| 6M | -18.8% | +38.7% | -57.5% | -24.2% |
| YTD | +27.4% | -20.7% | +48.0% | +29.5% |
| 1Y | +132.2% | -49.1% | +181.3% | +152.3% |
| 3Y | +286.9% | -11.0% | +297.9% | +257.7% |
| 5Y | +72.8% | -18.0% | +90.7% | +39.7% |
| All | +60.5% | -1.5% | +62.0% | +29.8% |
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