-7.7%
AWK vs DUOL
+9.2%
-16.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | -0.1% |
| 7D | +1.7% | +5.1% | -3.4% | +1.6% |
| 30D | +5.6% | +14.1% | -8.6% | +5.2% |
| 3M | +15.9% | +41.5% | -25.7% | +14.9% |
| 6M | +4.6% | +60.6% | -56.0% | +3.3% |
| YTD | +10.1% | -12.0% | +22.0% | +10.3% |
| 1Y | +2.1% | -43.4% | +45.5% | +3.3% |
| 3Y | +9.8% | +3.7% | +6.1% | +6.3% |
| 5Y | -15.4% | -5.3% | -10.1% | -21.0% |
| All | -7.7% | +9.2% | -16.9% | -15.3% |
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 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