+187.1%
APA vs DUOL
+16.1%
+171.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.8% | -1.2% | +3.1% |
| 7D | +5.1% | +1.8% | +3.3% | +4.9% |
| 30D | +0.3% | +11.1% | -10.8% | -1.2% |
| 3M | +15.6% | +21.2% | -5.5% | +12.5% |
| 6M | +28.9% | +56.1% | -27.2% | +21.2% |
| YTD | +96.6% | -6.5% | +103.0% | +94.5% |
| 1Y | +95.5% | -15.8% | +111.3% | +95.7% |
| 3Y | +41.8% | -22.4% | +64.2% | +38.6% |
| 5Y | +85.4% | +8.3% | +77.1% | +54.3% |
| All | +187.1% | +16.1% | +171.0% | +135.9% |
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 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