-52.0%
INTU vs AA
+62.9%
-114.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.7% | -3.9% |
| 7D | -7.5% | +1.7% | -9.2% | -7.4% |
| 30D | -1.9% | +3.3% | -5.3% | -1.6% |
| 3M | +4.9% | -29.4% | +34.3% | +4.0% |
| 6M | -33.2% | -12.8% | -20.4% | -33.4% |
| YTD | -51.4% | -2.1% | -49.3% | -51.8% |
| 1Y | -52.0% | +62.8% | -114.7% | -53.8% |
| All | -52.0% | +62.9% | -114.9% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling