-9.7%
AWK vs DUOL
+1.6%
-11.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -2.1% | -7.0% | +4.8% | -2.0% |
| 30D | +2.1% | +6.7% | -4.7% | +1.9% |
| 3M | +11.4% | +16.0% | -4.6% | +10.9% |
| 6M | +3.9% | +45.4% | -41.5% | +2.9% |
| YTD | +7.7% | -18.1% | +25.8% | +8.1% |
| 1Y | +1.3% | -53.6% | +54.9% | +3.0% |
| 3Y | +7.2% | -11.0% | +18.1% | +4.3% |
| 5Y | -17.0% | -17.1% | +0.1% | -22.4% |
| All | -9.7% | +1.6% | -11.3% | -17.0% |
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 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