-14.7%
AMRZ vs DUOL
-67.1%
+52.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.5% |
| 7D | -1.9% | +5.1% | -7.0% | -1.8% |
| 30D | -16.9% | +14.1% | -31.1% | -16.5% |
| 3M | -19.2% | +41.5% | -60.7% | -18.5% |
| 6M | -29.3% | +60.6% | -89.9% | -28.9% |
| YTD | -18.0% | -12.0% | -6.0% | -16.6% |
| 1Y | -15.1% | -43.4% | +28.3% | -13.3% |
| All | -14.7% | -67.1% | +52.5% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling