+389.5%
APH vs DUOL
+9.2%
+380.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.2% |
| 7D | +5.0% | +5.1% | -0.1% | +4.3% |
| 30D | -3.9% | +14.1% | -18.0% | -5.7% |
| 3M | +13.0% | +41.5% | -28.5% | +7.1% |
| 6M | +25.2% | +60.6% | -35.5% | +16.2% |
| YTD | +22.9% | -12.0% | +34.9% | +23.0% |
| 1Y | +47.8% | -43.4% | +91.2% | +55.1% |
| 3Y | +283.0% | +3.7% | +279.3% | +261.2% |
| 5Y | +349.7% | -5.3% | +354.9% | +292.2% |
| All | +389.5% | +9.2% | +380.3% | +327.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling