+120.4%
AS vs DUOL
-15.1%
+135.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +4.0% |
| 7D | -4.9% | +5.1% | -10.0% | -5.8% |
| 30D | -19.6% | +14.1% | -33.7% | -21.7% |
| 3M | -14.4% | +41.5% | -55.9% | -19.8% |
| 6M | -20.1% | +60.6% | -80.7% | -27.4% |
| YTD | -20.9% | -12.0% | -8.9% | -20.2% |
| 1Y | -21.9% | -43.4% | +21.5% | -15.5% |
| All | +120.4% | -15.1% | +135.5% | +123.8% |
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