+357.3%
AMD vs DUOL
-20.2%
+377.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.0% | -13.8% | -9.5% |
| 7D | +18.9% | +3.0% | +15.9% | +18.2% |
| 30D | -6.4% | +18.3% | -24.7% | -9.4% |
| 3M | +10.6% | +14.7% | -4.1% | +6.7% |
| 6M | +19.9% | +57.5% | -37.6% | +5.1% |
| YTD | +149.4% | -5.8% | +155.2% | +147.7% |
| 1Y | +115.4% | -11.4% | +126.8% | +117.3% |
| 3Y | +357.3% | -22.5% | +379.8% | +325.9% |
| All | +357.3% | -20.2% | +377.4% | +325.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling