+50.1%
AVAV vs DUOL
+3.5%
+46.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.2% | +8.1% | +3.6% |
| 7D | +3.2% | -7.8% | +11.0% | +4.4% |
| 30D | -20.3% | +11.8% | -32.2% | -21.9% |
| 3M | -19.4% | +24.1% | -43.5% | -22.7% |
| 6M | -35.3% | +43.6% | -78.9% | -39.5% |
| YTD | -38.5% | -16.6% | -21.9% | -38.1% |
| 1Y | -37.2% | -46.0% | +8.8% | -33.3% |
| 3Y | +31.1% | -6.5% | +37.6% | +23.2% |
| 5Y | +41.0% | -7.4% | +48.4% | +14.5% |
| All | +50.1% | +3.5% | +46.5% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling