+361.9%
AGI vs DUOL
+1.6%
+360.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -2.7% | -7.0% | +4.2% | -2.3% |
| 30D | +7.2% | +6.7% | +0.5% | +6.7% |
| 3M | +4.3% | +16.0% | -11.8% | +2.9% |
| 6M | -27.1% | +45.4% | -72.5% | -29.3% |
| YTD | -6.6% | -18.1% | +11.5% | -6.0% |
| 1Y | +9.5% | -53.6% | +63.1% | +14.2% |
| 3Y | +208.4% | -11.0% | +219.4% | +195.9% |
| 5Y | +401.6% | -17.1% | +418.8% | +335.1% |
| All | +361.9% | +1.6% | +360.3% | +309.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling