-38.5%
DUOL vs ACM
-46.6%
+8.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +2.9% | +23.0% | +25.0% |
| 7D | +19.3% | +9.5% | +9.8% | +16.4% |
| 30D | +9.6% | +14.7% | -5.1% | +5.6% |
| 3M | +17.1% | -9.5% | +26.6% | +19.4% |
| 6M | +46.3% | -18.0% | +64.4% | +52.2% |
| YTD | -8.1% | -27.3% | +19.2% | -1.4% |
| 1Y | -38.5% | -47.0% | +8.5% | -27.8% |
| All | -38.5% | -46.6% | +8.1% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling