+173.3%
APA vs DUOL
+1.6%
+171.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | +4.6% | -7.0% | +11.6% | +5.3% |
| 30D | +11.9% | +6.7% | +5.2% | +10.9% |
| 3M | +22.5% | +16.0% | +6.5% | +19.6% |
| 6M | +37.5% | +45.4% | -7.9% | +30.4% |
| YTD | +87.2% | -18.1% | +105.3% | +88.8% |
| 1Y | +101.4% | -53.6% | +155.0% | +115.7% |
| 3Y | +16.9% | -11.0% | +27.9% | +11.8% |
| 5Y | +178.4% | -17.1% | +195.6% | +135.6% |
| All | +173.3% | +1.6% | +171.7% | +128.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling