+26.3%
APD vs DUOL
-23.0%
+49.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.4% |
| 7D | -0.2% | +22.4% | -22.6% | -0.3% |
| 30D | +11.0% | +4.5% | +6.5% | +10.9% |
| 3M | +1.3% | +14.2% | -12.9% | +1.2% |
| 6M | +6.4% | +45.1% | -38.7% | +6.1% |
| YTD | +28.9% | -10.7% | +39.7% | +29.8% |
| 1Y | +23.2% | -18.7% | +42.0% | +24.2% |
| 3Y | +26.3% | -25.9% | +52.3% | +27.9% |
| All | +26.3% | -23.0% | +49.3% | +27.9% |
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