+161.4%
APA vs DUOL
+9.2%
+152.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.4% | -2.9% |
| 7D | +0.5% | +5.1% | -4.5% | 0.0% |
| 30D | +23.4% | +14.1% | +9.3% | +21.4% |
| 3M | +12.7% | +41.5% | -28.8% | +7.7% |
| 6M | +39.4% | +60.6% | -21.2% | +30.9% |
| YTD | +79.0% | -12.0% | +90.9% | +79.2% |
| 1Y | +88.8% | -43.4% | +132.2% | +97.1% |
| 3Y | +6.4% | +3.7% | +2.6% | -0.2% |
| 5Y | +153.0% | -5.3% | +158.3% | +112.1% |
| All | +161.4% | +9.2% | +152.1% | +117.3% |
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