+383.5%
APH vs DUOL
+3.5%
+379.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | -0.6% |
| 7D | +0.2% | -7.8% | +8.0% | +1.1% |
| 30D | -3.3% | +11.8% | -15.2% | -4.9% |
| 3M | +14.0% | +24.1% | -10.1% | +10.0% |
| 6M | +24.4% | +43.6% | -19.2% | +17.1% |
| YTD | +21.4% | -16.6% | +38.0% | +22.2% |
| 1Y | +48.9% | -46.0% | +95.0% | +57.1% |
| 3Y | +290.1% | -6.5% | +296.6% | +272.3% |
| 5Y | +352.8% | -7.4% | +360.2% | +297.3% |
| All | +383.5% | +3.5% | +379.9% | +324.6% |
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