-60.5%
AVTR vs DUOL
+1.6%
-62.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -1.1% | -7.0% | +5.9% | -0.3% |
| 30D | +6.3% | +6.7% | -0.4% | +5.4% |
| 3M | +53.3% | +16.0% | +37.3% | +50.1% |
| 6M | +78.6% | +45.4% | +33.2% | +70.3% |
| YTD | +29.2% | -18.1% | +47.4% | +30.2% |
| 1Y | +13.8% | -53.6% | +67.4% | +20.5% |
| 3Y | -27.4% | -11.0% | -16.5% | -30.7% |
| 5Y | -65.0% | -17.1% | -47.9% | -68.4% |
| All | -60.5% | +1.6% | -62.1% | -65.3% |
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