+139.3%
APH vs DUOL
+9.2%
+130.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.1% | -51.9% | -48.2% |
| 7D | -48.7% | +8.1% | -56.8% | -49.4% |
| 30D | -51.9% | +14.1% | -66.1% | -53.0% |
| 3M | -43.6% | +41.5% | -85.1% | -46.7% |
| 6M | -37.5% | +60.6% | -98.1% | -42.2% |
| YTD | -38.6% | -12.0% | -26.6% | -38.8% |
| 1Y | -26.3% | -43.4% | +17.0% | -23.0% |
| 3Y | +89.2% | +3.7% | +85.5% | +77.8% |
| 5Y | +119.8% | -5.3% | +125.1% | +91.1% |
| All | +139.3% | +9.2% | +130.0% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling