-27.9%
AMT vs DUOL
+9.2%
-37.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.7% | -0.9% |
| 7D | -0.2% | +5.1% | -5.3% | -0.5% |
| 30D | +4.6% | +14.1% | -9.5% | +3.8% |
| 3M | -8.4% | +41.5% | -50.0% | -10.1% |
| 6M | -6.0% | +60.6% | -66.6% | -8.4% |
| YTD | +2.1% | -12.0% | +14.1% | +2.2% |
| 1Y | -6.4% | -43.4% | +37.0% | -4.7% |
| 3Y | +8.1% | +3.7% | +4.3% | +2.2% |
| 5Y | -31.9% | -5.3% | -26.7% | -38.5% |
| All | -27.9% | +9.2% | -37.1% | -36.1% |
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