-16.7%
AWK vs DUOL
-11.2%
-5.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.8% | +0.1% |
| 7D | +0.6% | -11.8% | +12.4% | +0.9% |
| 30D | +4.3% | +1.5% | +2.8% | +4.2% |
| 3M | +12.5% | +18.1% | -5.6% | +12.0% |
| 6M | +3.3% | +38.7% | -35.4% | +2.4% |
| YTD | +9.8% | -20.7% | +30.4% | +10.2% |
| 1Y | +2.9% | -49.1% | +52.0% | +4.4% |
| 3Y | +9.6% | -11.0% | +20.6% | +6.5% |
| 5Y | -16.7% | -18.0% | +1.3% | -23.8% |
| All | -16.7% | -11.2% | -5.5% | -23.8% |
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