+268.9%
AMAT vs DUOL
-10.4%
+279.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.2% | +9.2% | +4.8% |
| 7D | +7.0% | -7.8% | +14.8% | +8.2% |
| 30D | -12.2% | +11.8% | -24.0% | -14.1% |
| 3M | -3.8% | +24.1% | -27.9% | -9.2% |
| 6M | +45.9% | +43.6% | +2.3% | +32.5% |
| YTD | +84.6% | -16.6% | +101.2% | +85.9% |
| 1Y | +193.4% | -46.0% | +239.4% | +218.4% |
| 3Y | +228.1% | -6.5% | +234.5% | +199.4% |
| 5Y | +268.9% | -7.4% | +276.4% | +186.1% |
| All | +268.9% | -10.4% | +279.3% | +186.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling