+175.6%
APA vs DUOL
-11.2%
+186.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.9% | +7.8% | +3.5% |
| 7D | +0.3% | -11.8% | +12.1% | +1.7% |
| 30D | +9.3% | +1.5% | +7.8% | +8.9% |
| 3M | +23.3% | +18.1% | +5.2% | +20.2% |
| 6M | +39.5% | +38.7% | +0.8% | +32.9% |
| YTD | +87.6% | -20.7% | +108.3% | +90.0% |
| 1Y | +114.2% | -49.1% | +163.3% | +126.5% |
| 3Y | +13.6% | -11.0% | +24.6% | +8.3% |
| 5Y | +175.6% | -18.0% | +193.6% | +132.9% |
| All | +175.6% | -11.2% | +186.8% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling