+56.1%
AZN vs DUOL
+2.7%
+53.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.5% | +1.6% |
| 7D | -3.1% | -8.6% | +5.5% | -2.9% |
| 30D | +0.6% | +7.2% | -6.6% | +0.4% |
| 3M | -10.8% | +19.1% | -29.9% | -11.3% |
| 6M | -18.1% | +52.5% | -70.6% | -19.2% |
| YTD | -12.3% | -17.3% | +5.0% | -11.8% |
| 1Y | -0.2% | -49.2% | +49.0% | +1.8% |
| 3Y | +23.4% | -7.3% | +30.6% | +20.0% |
| 5Y | +56.4% | -16.3% | +72.6% | +48.6% |
| All | +56.1% | +2.7% | +53.4% | +45.6% |
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