+252.0%
APLD vs DUOL
-16.6%
+268.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.8% | +11.4% | +8.6% |
| 7D | +3.1% | +14.0% | -10.9% | -2.0% |
| 30D | -29.4% | +2.9% | -32.3% | -30.8% |
| 3M | -42.8% | +17.8% | -60.6% | -47.4% |
| 6M | -59.5% | +42.8% | -102.3% | -66.5% |
| YTD | -31.8% | -12.1% | -19.7% | -32.0% |
| 1Y | -46.0% | -23.3% | -22.7% | -42.4% |
| 3Y | +252.0% | -24.0% | +276.0% | +265.2% |
| All | +252.0% | -16.6% | +268.6% | +265.2% |
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