+23.1%
DUOL vs ACM
+19.8%
+3.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.5% | +4.7% |
| 7D | +3.0% | +5.6% | -2.6% | -0.5% |
| 30D | +18.3% | +20.8% | -2.5% | +6.0% |
| 3M | +14.7% | +11.4% | +3.3% | +7.2% |
| 6M | +57.5% | +0.9% | +56.5% | +54.0% |
| YTD | -5.8% | -24.8% | +19.0% | +9.1% |
| 1Y | -11.4% | -46.4% | +35.1% | +29.8% |
| 3Y | -22.5% | -9.2% | -13.3% | -24.6% |
| 5Y | +6.6% | +5.0% | +1.7% | -8.0% |
| All | +23.1% | +19.8% | +3.3% | +6.5% |
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