+291.1%
APH vs DUOL
+2.2%
+288.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.2% |
| 7D | +5.0% | +5.1% | -0.1% | +4.4% |
| 30D | -3.9% | +14.1% | -18.0% | -5.6% |
| 3M | +13.0% | +41.5% | -28.5% | +6.8% |
| 6M | +25.2% | +60.6% | -35.5% | +15.5% |
| YTD | +22.9% | -12.0% | +34.9% | +23.7% |
| 1Y | +47.8% | -43.4% | +91.2% | +57.0% |
| All | +291.1% | +2.2% | +288.8% | +266.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling