+5.8%
DUOL vs ACM
+4.8%
+1.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.2% |
| 7D | +22.4% | +6.6% | +15.8% | +17.9% |
| 30D | +4.5% | +19.8% | -15.3% | -6.2% |
| 3M | +14.2% | -3.1% | +17.3% | +15.3% |
| 6M | +45.1% | -11.5% | +56.6% | +53.2% |
| YTD | -10.7% | -24.7% | +14.0% | +3.8% |
| 1Y | -18.7% | -45.1% | +26.3% | +18.6% |
| 3Y | -25.9% | -8.9% | -17.1% | -29.2% |
| 5Y | +5.8% | +5.4% | +0.4% | -13.0% |
| All | +5.8% | +4.8% | +1.0% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling