+133.2%
APO vs DUOL
+16.9%
+116.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.3% | +0.8% |
| 7D | +5.8% | +3.0% | +2.7% | +5.0% |
| 30D | +8.9% | +18.3% | -9.4% | +4.9% |
| 3M | -13.6% | +14.7% | -28.4% | -16.8% |
| 6M | -5.4% | +57.5% | -62.9% | -15.1% |
| YTD | -13.6% | -5.8% | -7.8% | -15.2% |
| 1Y | -2.5% | -11.4% | +8.9% | -3.3% |
| 3Y | +50.9% | -22.5% | +73.4% | +44.4% |
| 5Y | +81.4% | +6.6% | +74.8% | +44.8% |
| All | +133.2% | +16.9% | +116.3% | +84.6% |
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 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