+42.0%
AVAV vs DUOL
-1.5%
+43.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.9% | -0.5% | -4.7% |
| 7D | -3.2% | -11.8% | +8.6% | -1.4% |
| 30D | -25.6% | +1.5% | -27.1% | -26.0% |
| 3M | -20.2% | +18.1% | -38.4% | -22.9% |
| 6M | -38.1% | +38.7% | -76.7% | -41.8% |
| YTD | -41.8% | -20.7% | -21.1% | -41.0% |
| 1Y | -39.0% | -49.1% | +10.0% | -34.7% |
| 3Y | +24.1% | -11.0% | +35.1% | +17.4% |
| 5Y | +53.0% | -18.0% | +71.0% | +22.9% |
| All | +42.0% | -1.5% | +43.5% | +16.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling