+341.7%
APH vs DUOL
+13.5%
+328.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +2.0% | +3.9% |
| 7D | -5.9% | +21.9% | -27.8% | -8.2% |
| 30D | -14.8% | +5.7% | -20.5% | -15.6% |
| 3M | -12.4% | +30.9% | -43.3% | -15.9% |
| 6M | +8.1% | +52.8% | -44.7% | +0.8% |
| YTD | +10.9% | -8.6% | +19.5% | +9.9% |
| 1Y | +8.8% | -17.2% | +26.0% | +9.1% |
| 3Y | +262.1% | +2.0% | +260.1% | +241.1% |
| 5Y | +283.1% | +4.4% | +278.8% | +229.8% |
| All | +341.7% | +13.5% | +328.3% | +281.9% |
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