-6.5%
DUOL vs ARMK
+125.3%
-131.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.4% | -6.6% | -5.8% |
| 7D | -7.8% | +1.7% | -9.5% | -8.4% |
| 30D | +11.8% | +3.1% | +8.7% | +9.8% |
| 3M | +24.1% | +9.2% | +14.9% | +18.6% |
| 6M | +43.6% | +43.7% | 0.0% | +20.2% |
| YTD | -16.6% | +57.4% | -74.0% | -34.1% |
| 1Y | -46.0% | +51.9% | -97.9% | -56.5% |
| 3Y | -6.5% | +125.4% | -131.9% | -37.3% |
| All | -6.5% | +125.3% | -131.7% | -37.3% |
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