-71.8%
APTV vs DUOL
+3.5%
-75.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.2% | +0.6% | -3.7% |
| 7D | +2.0% | -7.8% | +9.8% | +3.4% |
| 30D | -7.7% | +11.8% | -19.5% | -9.8% |
| 3M | -34.0% | +24.1% | -58.1% | -37.2% |
| 6M | -37.1% | +43.6% | -80.7% | -42.1% |
| YTD | -39.9% | -16.6% | -23.3% | -39.2% |
| 1Y | -44.4% | -46.0% | +1.6% | -39.9% |
| 3Y | -54.5% | -6.5% | -48.0% | -59.1% |
| 5Y | -69.1% | -7.4% | -61.7% | -77.0% |
| All | -71.8% | +3.5% | -75.4% | -78.8% |
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