+79.1%
AZO vs DUOL
+2.7%
+76.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.2% |
| 7D | -2.9% | -8.6% | +5.7% | -2.5% |
| 30D | -5.3% | +7.2% | -12.5% | -5.7% |
| 3M | -7.3% | +19.1% | -26.4% | -8.3% |
| 6M | -22.7% | +52.5% | -75.2% | -24.5% |
| YTD | -15.0% | -17.3% | +2.2% | -14.6% |
| 1Y | -32.2% | -49.2% | +17.0% | -30.4% |
| 3Y | +10.0% | -7.3% | +17.3% | +6.0% |
| 5Y | +85.8% | -16.3% | +102.1% | +70.6% |
| All | +79.1% | +2.7% | +76.5% | +64.9% |
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