+249.5%
APLD vs DUOL
+69.2%
+180.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -4.3% |
| 7D | +19.6% | +0.3% | +19.4% | +19.6% |
| 30D | -24.5% | +12.4% | -36.8% | -27.8% |
| 3M | -45.6% | +16.9% | -62.5% | -49.4% |
| 6M | -61.4% | +48.5% | -109.9% | -67.6% |
| YTD | -30.9% | -10.3% | -20.6% | -32.6% |
| 1Y | -35.8% | -15.6% | -20.2% | -35.7% |
| 3Y | +261.4% | -25.6% | +287.0% | +268.1% |
| All | +249.5% | +69.2% | +180.3% | +184.3% |
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 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