-23.1%
DUOL vs ALM
+901.8%
-924.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.5% | +4.7% |
| 7D | +1.8% | -7.2% | +8.9% | +1.9% |
| 30D | +11.1% | -26.4% | +37.4% | +11.8% |
| 3M | +21.2% | -38.6% | +59.8% | +22.0% |
| 6M | +56.1% | -61.0% | +117.1% | +59.5% |
| YTD | -6.5% | -7.4% | +0.9% | -11.1% |
| 1Y | -15.8% | +14.0% | -29.8% | -21.4% |
| All | -23.1% | +901.8% | -924.9% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling