-5.5%
DUOL vs ABCL
-41.3%
+35.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.5% |
| 7D | +5.1% | +0.7% | +4.4% | +4.9% |
| 30D | +14.1% | +93.1% | -78.9% | -2.2% |
| 3M | +41.5% | +79.4% | -37.9% | +20.8% |
| 6M | +60.6% | +214.9% | -154.3% | +17.4% |
| YTD | -12.0% | +234.2% | -246.2% | -37.8% |
| 1Y | -43.4% | +174.8% | -218.1% | -58.7% |
| 3Y | +3.7% | +104.5% | -100.8% | -24.2% |
| All | -5.5% | -41.3% | +35.8% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling