-24.0%
DUOL vs ABCL
+196.9%
-220.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.2% | -9.1% | -4.4% |
| 7D | +14.0% | +12.4% | +1.6% | +12.5% |
| 30D | +2.9% | -0.4% | +3.2% | +2.6% |
| 3M | +17.8% | +80.4% | -62.5% | +8.6% |
| 6M | +42.8% | +138.5% | -95.7% | +25.2% |
| YTD | -12.1% | +265.5% | -277.6% | -29.4% |
| 1Y | -23.3% | +219.7% | -243.0% | -37.2% |
| 3Y | -24.0% | +209.4% | -233.4% | -35.3% |
| All | -24.0% | +196.9% | -220.9% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling