-38.5%
DUOL vs ARMK
+41.1%
-79.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | -4.2% | +30.2% | +25.3% |
| 7D | +19.3% | -5.8% | +25.1% | +18.7% |
| 30D | +9.6% | -5.3% | +14.9% | +9.1% |
| 3M | +17.1% | -6.7% | +23.8% | +15.9% |
| 6M | +46.3% | +17.4% | +28.9% | +41.2% |
| YTD | -8.1% | +43.0% | -51.1% | -18.9% |
| 1Y | -38.5% | +40.3% | -78.8% | -45.4% |
| All | -38.5% | +41.1% | -79.6% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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