-99.1%
AMC vs DUOL
+9.1%
-108.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.8% | +12.1% | +9.0% |
| 7D | +6.6% | +14.0% | -7.4% | +3.4% |
| 30D | +14.1% | +2.9% | +11.2% | +12.8% |
| 3M | +31.3% | +17.8% | +13.4% | +25.2% |
| 6M | +126.7% | +42.8% | +83.8% | +106.6% |
| YTD | +117.9% | -12.1% | +130.1% | +116.3% |
| 1Y | +41.1% | -23.3% | +64.4% | +44.0% |
| 3Y | -61.0% | -24.0% | -36.9% | -64.6% |
| 5Y | -99.1% | +5.1% | -104.3% | -99.4% |
| All | -99.1% | +9.1% | -108.2% | -99.5% |
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