+943.9%
ATI vs DUOL
+9.2%
+934.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +3.2% |
| 7D | -0.1% | +5.1% | -5.1% | -0.5% |
| 30D | +2.7% | +14.1% | -11.4% | +1.2% |
| 3M | +16.3% | +41.5% | -25.2% | +11.6% |
| 6M | +30.2% | +60.6% | -30.4% | +22.6% |
| YTD | +83.6% | -12.0% | +95.5% | +84.1% |
| 1Y | +173.0% | -43.4% | +216.4% | +185.3% |
| 3Y | +356.6% | +3.7% | +352.9% | +348.6% |
| 5Y | +1,074.2% | -5.3% | +1,079.5% | +956.6% |
| All | +943.9% | +9.2% | +934.6% | +845.6% |
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