+102.8%
AXP vs DUOL
+10.8%
+92.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.5% |
| 7D | -0.6% | +22.4% | -23.0% | -3.4% |
| 30D | +5.0% | +4.5% | +0.5% | +3.9% |
| 3M | -4.2% | +14.2% | -18.4% | -6.6% |
| 6M | +2.9% | +45.1% | -42.1% | -3.1% |
| YTD | -11.6% | -10.7% | -0.9% | -12.1% |
| 1Y | -11.1% | -18.7% | +7.7% | -10.8% |
| 3Y | +116.7% | -25.9% | +142.7% | +112.4% |
| 5Y | +89.6% | +5.8% | +83.8% | +60.8% |
| All | +102.8% | +10.8% | +92.0% | +76.8% |
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 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