+60.6%
DUOL vs ABCL
+208.9%
-148.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.8% |
| 7D | +5.1% | +0.7% | +4.4% | +5.1% |
| 30D | +14.1% | +93.1% | -78.9% | +18.3% |
| 3M | +41.5% | +79.4% | -37.9% | +48.9% |
| 6M | +60.6% | +214.9% | -154.3% | +68.9% |
| All | +60.6% | +208.9% | -148.3% | +68.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling