+131.9%
AS vs DUOL
-9.8%
+141.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.8% | -7.2% | -3.2% |
| 7D | -3.0% | +1.8% | -4.8% | -3.4% |
| 30D | +9.6% | +11.1% | -1.5% | +7.1% |
| 3M | -8.2% | +21.2% | -29.4% | -12.0% |
| 6M | -9.9% | +56.1% | -66.0% | -17.8% |
| YTD | -16.8% | -6.5% | -10.3% | -17.5% |
| 1Y | +3.0% | -15.8% | +18.8% | +3.7% |
| All | +131.9% | -9.8% | +141.8% | +131.4% |
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