-14.7%
AMRZ vs DUOL
-17.4%
+2.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -1.9% |
| 7D | +1.2% | +21.9% | -20.7% | +0.4% |
| 30D | +15.1% | +5.7% | +9.3% | +13.9% |
| 3M | -18.1% | +30.9% | -48.9% | -18.3% |
| 6M | -23.5% | +52.8% | -76.2% | -23.7% |
| YTD | -21.6% | -8.6% | -13.0% | -16.4% |
| 1Y | -14.7% | -17.2% | +2.5% | -8.8% |
| All | -14.7% | -17.4% | +2.7% | -8.8% |
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