+10.3%
APA vs DUOL
-5.7%
+16.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.2% | +7.0% | +2.3% |
| 7D | -1.7% | -7.8% | +6.1% | -1.0% |
| 30D | +15.7% | +11.8% | +3.9% | +14.6% |
| 3M | +16.5% | +24.1% | -7.6% | +13.8% |
| 6M | +35.1% | +43.6% | -8.5% | +29.9% |
| YTD | +82.2% | -16.6% | +98.8% | +83.4% |
| 1Y | +102.5% | -46.0% | +148.5% | +110.8% |
| 3Y | +10.3% | -6.5% | +16.8% | +13.9% |
| All | +10.3% | -5.7% | +16.0% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling