+3.7%
DUOL vs ARMK
+136.2%
-132.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.3% |
| 7D | -11.8% | +0.3% | -12.1% | -12.0% |
| 30D | +1.5% | +2.4% | -0.9% | -0.5% |
| 3M | +18.1% | +6.1% | +12.1% | +13.3% |
| 6M | +38.7% | +41.8% | -3.1% | +11.6% |
| YTD | -20.7% | +55.5% | -76.2% | -40.2% |
| 1Y | -49.1% | +49.6% | -98.7% | -60.7% |
| 3Y | -11.0% | +122.8% | -133.8% | -48.4% |
| 5Y | -18.0% | +151.0% | -169.0% | -53.7% |
| All | +3.7% | +136.2% | -132.5% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling