-15.6%
DUOL vs ACM
-46.1%
+30.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | +0.3% | +5.1% | -4.8% | -1.3% |
| 30D | +12.4% | +18.7% | -6.3% | +7.5% |
| 3M | +16.9% | +15.5% | +1.5% | +12.6% |
| 6M | +48.5% | +1.2% | +47.3% | +46.6% |
| YTD | -10.3% | -25.2% | +14.9% | -5.4% |
| 1Y | -15.6% | -46.3% | +30.7% | -2.8% |
| All | -15.6% | -46.1% | +30.4% | -2.8% |
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