+26.1%
APD vs DUOL
-10.4%
+36.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | -1.0% |
| 7D | -2.5% | -7.8% | +5.3% | -2.2% |
| 30D | -1.9% | +11.8% | -13.7% | -2.3% |
| 3M | +8.2% | +24.1% | -15.9% | +7.2% |
| 6M | +10.7% | +43.6% | -32.9% | +8.9% |
| YTD | +22.9% | -16.6% | +39.5% | +23.6% |
| 1Y | +5.8% | -46.0% | +51.8% | +8.1% |
| 3Y | +7.8% | -6.5% | +14.2% | +4.7% |
| 5Y | +26.1% | -7.4% | +33.5% | +16.3% |
| All | +26.1% | -10.4% | +36.5% | +16.3% |
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 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