+246.0%
AMAT vs DUOL
+9.2%
+236.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.1% | +4.7% |
| 7D | -1.5% | +5.1% | -6.6% | -2.4% |
| 30D | -14.8% | +14.1% | -28.9% | -16.9% |
| 3M | -9.3% | +41.5% | -50.8% | -16.0% |
| 6M | +27.4% | +60.6% | -33.2% | +13.6% |
| YTD | +77.6% | -12.0% | +89.6% | +77.4% |
| 1Y | +188.9% | -43.4% | +232.3% | +211.2% |
| 3Y | +202.3% | +3.7% | +198.6% | +172.0% |
| 5Y | +248.9% | -5.3% | +254.2% | +175.2% |
| All | +246.0% | +9.2% | +236.8% | +172.2% |
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