+117.1%
AMAT vs INTU
-41.2%
+158.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.5% | -13.1% | -13.4% |
| 7D | -24.3% | +7.1% | -31.4% | -25.9% |
| 30D | -39.8% | +23.0% | -62.8% | -43.9% |
| 3M | -40.2% | +8.7% | -48.9% | -42.7% |
| 6M | -22.1% | -10.1% | -12.0% | -22.3% |
| YTD | +24.7% | -45.7% | +70.3% | +59.2% |
| 1Y | +33.3% | -45.1% | +78.4% | +68.5% |
| 3Y | +133.9% | -26.9% | +160.8% | +137.0% |
| 5Y | +117.1% | -40.0% | +157.0% | +129.0% |
| All | +117.1% | -41.2% | +158.3% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 5y: compounded portfolio wealth divided by compounded INTU 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…
5y analysis · Full analysis span regression · 6 months rolling