-60.1%
AVTR vs DUOL
+9.2%
-69.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.2% |
| 7D | +2.7% | +5.1% | -2.4% | +2.1% |
| 30D | +12.1% | +14.1% | -2.1% | +10.2% |
| 3M | +57.2% | +41.5% | +15.7% | +50.8% |
| 6M | +73.1% | +60.6% | +12.5% | +63.2% |
| YTD | +30.6% | -12.0% | +42.6% | +30.6% |
| 1Y | +13.5% | -43.4% | +56.9% | +17.9% |
| 3Y | -31.0% | +3.7% | -34.7% | -35.1% |
| 5Y | -63.2% | -5.3% | -58.0% | -67.2% |
| All | -60.1% | +9.2% | -69.3% | -65.2% |
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