+114.9%
AXP vs DUOL
-20.2%
+135.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | +0.1% |
| 7D | -0.1% | +3.0% | -3.2% | -0.6% |
| 30D | +4.4% | +18.3% | -13.9% | +1.6% |
| 3M | -6.4% | +14.7% | -21.1% | -8.9% |
| 6M | +4.2% | +57.5% | -53.3% | -3.8% |
| YTD | -12.4% | -5.8% | -6.6% | -13.6% |
| 1Y | -11.1% | -11.4% | +0.3% | -11.8% |
| 3Y | +114.9% | -22.5% | +137.4% | +113.8% |
| All | +114.9% | -20.2% | +135.0% | +113.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling