Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AME vs DUOL✓SelectedUSD · DUOLAME vs DUOL performance historyLatest closeAs of-0.63%09/09
Stock and ETF performance explorer

AME vs DUOL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+85.2%
DUOL return
-11.2%
Excess return
+96.4%
Maximum drawdown
-27.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioDUOLExcessAlpha
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