+416.4%
AMD vs DUOL
+3.5%
+412.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -5.2% | +11.1% | +7.1% |
| 7D | +10.0% | -7.8% | +17.8% | +12.0% |
| 30D | +4.6% | +11.8% | -7.2% | +1.0% |
| 3M | +3.1% | +24.1% | -21.0% | -5.0% |
| 6M | +162.8% | +43.6% | +119.2% | +129.3% |
| YTD | +136.2% | -16.6% | +152.7% | +137.3% |
| 1Y | +234.0% | -46.0% | +280.1% | +272.6% |
| 3Y | +376.7% | -6.5% | +383.2% | +320.3% |
| 5Y | +376.3% | -7.4% | +383.8% | +255.9% |
| All | +416.4% | +3.5% | +412.9% | +287.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling