+358.2%
AGI vs DUOL
+2.7%
+355.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.3% | -7.7% | -3.7% |
| 7D | -5.4% | -8.6% | +3.2% | -4.9% |
| 30D | +6.6% | +7.2% | -0.5% | +6.0% |
| 3M | +8.2% | +19.1% | -10.9% | +6.6% |
| 6M | -29.3% | +52.5% | -81.8% | -31.7% |
| YTD | -7.4% | -17.3% | +9.9% | -6.8% |
| 1Y | +7.9% | -49.2% | +57.1% | +11.8% |
| 3Y | +206.2% | -7.3% | +213.5% | +192.8% |
| 5Y | +397.6% | -16.3% | +413.9% | +331.4% |
| All | +358.2% | +2.7% | +355.5% | +306.0% |
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