+5.5%
AVAV vs DUOL
-16.6%
+22.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -3.8% | +16.4% | +13.1% |
| 7D | +3.2% | +14.0% | -10.9% | +0.7% |
| 30D | -7.4% | +2.9% | -10.3% | -8.1% |
| 3M | -32.0% | +17.8% | -49.8% | -34.3% |
| 6M | -24.6% | +42.8% | -67.4% | -30.1% |
| YTD | -47.5% | -12.1% | -35.4% | -47.9% |
| 1Y | -61.5% | -23.3% | -38.1% | -61.0% |
| 3Y | +5.5% | -24.0% | +29.5% | +1.0% |
| All | +5.5% | -16.6% | +22.1% | +1.0% |
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