+378.0%
APH vs DUOL
+9.1%
+368.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.8% | +12.1% | +8.6% |
| 7D | +1.1% | +14.0% | -12.9% | -0.7% |
| 30D | -7.5% | +2.9% | -10.4% | -8.2% |
| 3M | -4.4% | +17.8% | -22.3% | -7.1% |
| 6M | +26.5% | +42.8% | -16.4% | +18.9% |
| YTD | +20.0% | -12.1% | +32.2% | +19.4% |
| 1Y | +16.9% | -23.3% | +40.2% | +18.2% |
| 3Y | +288.5% | -24.0% | +312.5% | +279.4% |
| 5Y | +310.3% | +5.1% | +305.2% | +254.2% |
| All | +378.0% | +9.1% | +368.9% | +314.7% |
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