+16.3%
APD vs DUOL
-1.5%
+17.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.7% |
| 7D | -4.6% | -11.8% | +7.2% | -4.2% |
| 30D | -4.2% | +1.5% | -5.7% | -4.3% |
| 3M | +5.0% | +18.1% | -13.2% | +4.2% |
| 6M | +8.9% | +38.7% | -29.7% | +7.3% |
| YTD | +21.9% | -20.7% | +42.6% | +22.7% |
| 1Y | +5.6% | -49.1% | +54.6% | +8.0% |
| 3Y | +6.9% | -11.0% | +17.9% | +4.2% |
| 5Y | +25.3% | -18.0% | +43.3% | +15.7% |
| All | +16.3% | -1.5% | +17.9% | +7.2% |
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