+15.0%
DUOL vs ACM
+12.5%
+2.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.5% |
| 7D | +5.1% | -3.7% | +8.8% | +7.3% |
| 30D | +14.1% | -11.1% | +25.3% | +21.3% |
| 3M | +41.5% | -8.0% | +49.5% | +46.5% |
| 6M | +60.6% | -29.7% | +90.3% | +95.9% |
| YTD | -12.0% | -29.4% | +17.4% | +5.9% |
| 1Y | -43.4% | -46.4% | +3.1% | -17.4% |
| 3Y | +3.7% | -22.3% | +26.1% | +12.3% |
| 5Y | -5.3% | +4.5% | -9.7% | -16.3% |
| All | +15.0% | +12.5% | +2.5% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling