+2.0%
DUOL vs BAM
+85.9%
-83.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +1.5% |
| 7D | +21.9% | +9.7% | +12.2% | +15.6% |
| 30D | +5.7% | +19.0% | -13.3% | -4.7% |
| 3M | +30.9% | +0.6% | +30.3% | +30.6% |
| 6M | +52.8% | +11.1% | +41.7% | +41.5% |
| YTD | -8.6% | +4.2% | -12.8% | -12.0% |
| 1Y | -17.2% | +3.3% | -20.5% | -20.2% |
| 3Y | +2.0% | +88.8% | -86.8% | -20.4% |
| All | +2.0% | +85.9% | -83.9% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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