-25.9%
DUOL vs ACM
-7.4%
-18.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | +22.4% | +6.6% | +15.8% | +18.8% |
| 30D | +4.5% | +19.8% | -15.3% | -4.1% |
| 3M | +14.2% | -3.1% | +17.3% | +15.2% |
| 6M | +45.1% | -11.5% | +56.6% | +52.0% |
| YTD | -10.7% | -24.7% | +14.0% | +1.5% |
| 1Y | -18.7% | -45.1% | +26.3% | +13.7% |
| 3Y | -25.9% | -8.9% | -17.1% | -25.7% |
| All | -25.9% | -7.4% | -18.6% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling