-25.9%
DUOL vs ARMK
+100.8%
-126.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | +22.4% | -0.7% | +23.1% | +22.2% |
| 30D | +4.5% | -1.3% | +5.8% | +4.4% |
| 3M | +14.2% | -2.5% | +16.7% | +13.8% |
| 6M | +45.1% | +20.8% | +24.3% | +31.5% |
| YTD | -10.7% | +48.2% | -58.9% | -27.7% |
| 1Y | -18.7% | +45.7% | -64.5% | -33.7% |
| 3Y | -25.9% | +96.6% | -122.5% | -43.1% |
| All | -25.9% | +100.8% | -126.7% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling