-51.3%
DUOL vs ACM
-48.0%
-3.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.8% | -3.9% |
| 7D | -11.8% | -3.7% | -8.1% | -10.7% |
| 30D | +1.5% | -12.7% | +14.2% | +5.3% |
| 3M | +18.1% | -9.8% | +27.9% | +21.0% |
| 6M | +38.7% | -31.4% | +70.1% | +56.1% |
| YTD | -20.7% | -32.1% | +11.4% | -11.2% |
| All | -51.3% | -48.0% | -3.3% | -36.8% |
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