-49.2%
DUOL vs ALM
+279.2%
-328.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -9.6% | +13.9% | +3.8% |
| 7D | -8.6% | -7.1% | -1.5% | -8.8% |
| 30D | +7.2% | +24.7% | -17.5% | +8.1% |
| 3M | +19.1% | +8.3% | +10.8% | +19.8% |
| 6M | +52.5% | -22.2% | +74.7% | +52.9% |
| YTD | -17.3% | +88.1% | -105.4% | -21.7% |
| 1Y | -49.2% | +272.4% | -321.6% | -51.7% |
| All | -49.2% | +279.2% | -328.4% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling