+2.0%
DUOL vs AMBA
+16.7%
-14.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.1% | -4.0% | +1.4% |
| 7D | +21.9% | -7.2% | +29.1% | +22.9% |
| 30D | +5.7% | -10.4% | +16.1% | +6.9% |
| 3M | +30.9% | -30.1% | +61.0% | +36.1% |
| 6M | +52.8% | -22.4% | +75.2% | +51.1% |
| YTD | -8.6% | -17.3% | +8.8% | -11.5% |
| 1Y | -17.2% | -35.4% | +18.2% | -16.6% |
| 3Y | +2.0% | +18.6% | -16.7% | -9.6% |
| All | +2.0% | +16.7% | -14.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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