-22.9%
AMRZ vs DUOL
-44.9%
+22.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.2% | +1.0% | -4.2% |
| 7D | -2.0% | -7.8% | +5.8% | -2.0% |
| 30D | -9.8% | +11.8% | -21.7% | -9.8% |
| 3M | -17.2% | +24.1% | -41.3% | -17.4% |
| 6M | -26.9% | +43.6% | -70.6% | -27.7% |
| YTD | -21.5% | -16.6% | -4.9% | -18.5% |
| 1Y | -22.9% | -46.0% | +23.2% | -17.8% |
| All | -22.9% | -44.9% | +22.0% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling