-99.2%
AMC vs DUOL
+16.9%
-116.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.0% | -7.7% | -3.7% |
| 7D | +3.5% | +3.0% | +0.5% | +2.7% |
| 30D | +12.5% | +18.3% | -5.8% | +8.1% |
| 3M | +23.6% | +14.7% | +8.9% | +18.6% |
| 6M | +144.4% | +57.5% | +86.9% | +118.2% |
| YTD | +108.3% | -5.8% | +114.1% | +103.8% |
| 1Y | +38.9% | -11.4% | +50.3% | +37.7% |
| 3Y | -58.9% | -22.5% | -36.4% | -62.7% |
| 5Y | -99.2% | +6.6% | -105.8% | -99.5% |
| All | -99.2% | +16.9% | -116.1% | -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