+243.9%
APLD vs DUOL
+68.4%
+175.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -6.3% | +22.4% | -28.7% | -12.3% |
| 30D | -29.6% | +4.5% | -34.1% | -31.3% |
| 3M | -42.6% | +14.2% | -56.8% | -46.3% |
| 6M | -59.6% | +45.1% | -104.6% | -65.8% |
| YTD | -32.0% | -10.7% | -21.2% | -33.6% |
| 1Y | -46.9% | -18.7% | -28.2% | -46.2% |
| 3Y | +255.7% | -25.9% | +281.6% | +262.4% |
| All | +243.9% | +68.4% | +175.5% | +179.9% |
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