+459.6%
APLD vs DUOL
+49.7%
+409.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -2.7% |
| 7D | +9.0% | -11.8% | +20.7% | +12.7% |
| 30D | -6.6% | +1.5% | -8.1% | -8.0% |
| 3M | -35.2% | +18.1% | -53.4% | -40.2% |
| 6M | +0.4% | +38.7% | -38.3% | -14.0% |
| YTD | +10.7% | -20.7% | +31.3% | +13.7% |
| 1Y | +78.6% | -49.1% | +127.6% | +109.4% |
| 3Y | +423.9% | -11.0% | +435.0% | +415.6% |
| All | +459.6% | +49.7% | +409.9% | +379.6% |
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