-18.0%
DUOL vs ALM
+958.0%
-976.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | -4.8% |
| 7D | -11.8% | +3.6% | -15.4% | -11.9% |
| 30D | +1.5% | +33.8% | -32.3% | +0.5% |
| 3M | +18.1% | +14.8% | +3.4% | +17.2% |
| 6M | +38.7% | -7.0% | +45.6% | +37.8% |
| YTD | -20.7% | +108.1% | -128.7% | -25.0% |
| 1Y | -49.1% | +313.8% | -362.9% | -54.0% |
| 3Y | -11.0% | +2,227.6% | -2,238.7% | -28.8% |
| 5Y | -18.0% | +956.6% | -974.6% | -32.3% |
| All | -18.0% | +958.0% | -976.0% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling