+101.2%
AXP vs DUOL
+13.5%
+87.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.5% |
| 7D | +0.6% | +21.9% | -21.3% | -2.2% |
| 30D | +5.8% | +5.7% | +0.1% | +4.6% |
| 3M | -6.0% | +30.9% | -36.9% | -9.9% |
| 6M | +0.3% | +52.8% | -52.5% | -6.3% |
| YTD | -12.3% | -8.6% | -3.7% | -13.0% |
| 1Y | -11.2% | -17.2% | +6.0% | -11.1% |
| 3Y | +117.0% | +2.0% | +115.1% | +104.3% |
| 5Y | +93.2% | +4.4% | +88.8% | +63.1% |
| All | +101.2% | +13.5% | +87.8% | +75.0% |
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