+296.4%
ARM vs INTU
-37.5%
+333.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.4% | +7.3% | +4.7% |
| 7D | +5.5% | -7.1% | +12.5% | +7.3% |
| 30D | -8.2% | +1.5% | -9.6% | -9.1% |
| 3M | -35.9% | +10.7% | -46.6% | -38.6% |
| 6M | +103.1% | -23.8% | +127.0% | +117.1% |
| YTD | +130.6% | -49.3% | +179.9% | +228.3% |
| 1Y | +86.1% | -49.7% | +135.7% | +163.9% |
| All | +296.4% | -37.5% | +333.9% | +338.2% |
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