-3.3%
AWK vs DUOL
+11.7%
-15.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.0% | -3.6% | +1.2% |
| 7D | +0.1% | +3.0% | -2.9% | 0.0% |
| 30D | +14.3% | +18.3% | -4.0% | +13.6% |
| 3M | +10.3% | +14.7% | -4.4% | +9.6% |
| 6M | +18.9% | +57.5% | -38.5% | +17.2% |
| YTD | +17.7% | -5.8% | +23.5% | +17.5% |
| 1Y | +16.9% | -11.4% | +28.2% | +16.8% |
| 3Y | +32.2% | -22.5% | +54.7% | +29.3% |
| All | -3.3% | +11.7% | -15.0% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling