-7.4%
DUOL vs ALHC
-30.5%
+23.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -5.1% |
| 7D | -7.8% | -1.0% | -6.8% | -7.7% |
| 30D | +11.8% | -6.3% | +18.2% | +12.8% |
| 3M | +24.1% | -12.3% | +36.4% | +24.3% |
| 6M | +43.6% | -27.0% | +70.6% | +46.8% |
| YTD | -16.6% | -31.8% | +15.3% | -13.9% |
| 1Y | -46.0% | -17.0% | -29.0% | -46.3% |
| 3Y | -6.5% | +159.8% | -166.3% | -36.6% |
| 5Y | -7.4% | -25.1% | +17.7% | -38.5% |
| All | -7.4% | -30.5% | +23.1% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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