+114.5%
AXP vs DUOL
-11.2%
+125.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -0.7% |
| 7D | -2.5% | -11.8% | +9.3% | -0.9% |
| 30D | -5.0% | +1.5% | -6.5% | -5.5% |
| 3M | +1.4% | +18.1% | -16.8% | -1.5% |
| 6M | +6.0% | +38.7% | -32.7% | +0.3% |
| YTD | -12.3% | -20.7% | +8.4% | -11.0% |
| 1Y | +0.3% | -49.1% | +49.4% | +6.5% |
| 3Y | +111.7% | -11.0% | +122.7% | +102.3% |
| 5Y | +114.5% | -18.0% | +132.5% | +84.5% |
| All | +114.5% | -11.2% | +125.7% | +84.5% |
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