-6.5%
DUOL vs ACM
-19.8%
+13.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -4.8% |
| 7D | -7.8% | -0.3% | -7.5% | -7.6% |
| 30D | +11.8% | -12.9% | +24.8% | +19.0% |
| 3M | +24.1% | -6.4% | +30.5% | +26.7% |
| 6M | +43.6% | -29.2% | +72.8% | +71.0% |
| YTD | -16.6% | -29.9% | +13.4% | -1.2% |
| 1Y | -46.0% | -47.3% | +1.2% | -22.4% |
| 3Y | -6.5% | -19.6% | +13.2% | -4.1% |
| All | -6.5% | -19.8% | +13.3% | -4.1% |
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