+9.0%
DUOL vs ABCL
-23.5%
+32.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.3% | -5.2% |
| 7D | -7.8% | +1.4% | -9.2% | -8.1% |
| 30D | +11.8% | +65.1% | -53.2% | -0.9% |
| 3M | +24.1% | +111.1% | -87.0% | +2.0% |
| 6M | +43.6% | +231.6% | -188.0% | +3.2% |
| YTD | -16.6% | +234.5% | -251.1% | -41.3% |
| 1Y | -46.0% | +174.3% | -220.4% | -60.8% |
| 3Y | -6.5% | +111.5% | -117.9% | -32.9% |
| 5Y | -7.4% | -37.3% | +29.9% | -7.9% |
| All | +9.0% | -23.5% | +32.5% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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