+85.2%
AME vs DUOL
-11.2%
+96.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.3% |
| 7D | +1.3% | -11.8% | +13.1% | +2.0% |
| 30D | -6.6% | +1.5% | -8.1% | -6.8% |
| 3M | +3.0% | +18.1% | -15.2% | +1.5% |
| 6M | +5.3% | +38.7% | -33.4% | +2.3% |
| YTD | +15.4% | -20.7% | +36.1% | +16.6% |
| 1Y | +26.8% | -49.1% | +75.9% | +31.8% |
| 3Y | +56.5% | -11.0% | +67.6% | +52.3% |
| 5Y | +85.2% | -18.0% | +103.2% | +69.8% |
| All | +85.2% | -11.2% | +96.4% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling