+153.2%
AMAT vs DUOL
+13.5%
+139.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.1% | +3.9% |
| 7D | -14.7% | +21.9% | -36.6% | -17.5% |
| 30D | -36.1% | +5.7% | -41.8% | -36.9% |
| 3M | -36.9% | +30.9% | -67.7% | -40.1% |
| 6M | -22.2% | +52.8% | -74.9% | -29.9% |
| YTD | +29.9% | -8.6% | +38.5% | +28.1% |
| 1Y | +43.3% | -17.2% | +60.5% | +43.6% |
| 3Y | +142.7% | +2.0% | +140.7% | +118.5% |
| 5Y | +126.2% | +4.4% | +121.9% | +75.9% |
| All | +153.2% | +13.5% | +139.7% | +96.5% |
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 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