+160.4%
AMAT vs DUOL
-24.0%
+184.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -3.3% |
| 7D | +19.3% | +0.3% | +19.1% | +19.3% |
| 30D | -17.9% | +12.4% | -30.3% | -18.9% |
| 3M | -30.4% | +16.9% | -47.4% | -31.8% |
| 6M | -11.4% | +48.5% | -59.9% | -17.8% |
| YTD | +48.8% | -10.3% | +59.1% | +51.5% |
| 1Y | +66.0% | -15.6% | +81.6% | +70.8% |
| All | +160.4% | -24.0% | +184.4% | +150.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling