+369.7%
APH vs DUOL
+16.1%
+353.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.8% | -5.6% | -1.3% |
| 7D | +0.4% | +1.8% | -1.4% | +0.2% |
| 30D | -8.0% | +11.1% | -19.1% | -9.4% |
| 3M | -5.0% | +21.2% | -26.2% | -7.8% |
| 6M | +29.9% | +56.1% | -26.2% | +20.9% |
| YTD | +18.0% | -6.5% | +24.5% | +16.6% |
| 1Y | +11.3% | -15.8% | +27.1% | +11.4% |
| 3Y | +274.9% | -22.4% | +297.3% | +265.6% |
| 5Y | +300.6% | +8.3% | +292.3% | +243.8% |
| All | +369.7% | +16.1% | +353.6% | +304.9% |
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 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