+15.0%
DUOL vs ALHC
-31.4%
+46.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +5.1% | -0.6% | +5.7% | +5.2% |
| 30D | +14.1% | -1.0% | +15.2% | +14.1% |
| 3M | +41.5% | -10.2% | +51.7% | +41.1% |
| 6M | +60.6% | -28.3% | +88.9% | +64.8% |
| YTD | -12.0% | -31.4% | +19.5% | -9.2% |
| 1Y | -43.4% | -16.9% | -26.4% | -43.6% |
| 3Y | +3.7% | +135.5% | -131.8% | -28.5% |
| 5Y | -5.3% | -33.6% | +28.4% | -25.6% |
| All | +15.0% | -31.4% | +46.5% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling