-38.4%
INTU vs AA
+10.5%
-48.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -3.1% |
| 7D | -7.1% | -0.7% | -6.4% | -7.0% |
| 30D | +1.5% | +5.0% | -3.5% | +0.6% |
| 3M | +10.7% | -35.8% | +46.5% | +17.4% |
| 6M | -23.8% | -18.4% | -5.4% | -23.0% |
| YTD | -49.3% | -5.5% | -43.8% | -50.4% |
| 1Y | -49.7% | +61.0% | -110.6% | -55.7% |
| 3Y | -38.0% | +66.2% | -104.2% | -48.8% |
| All | -38.4% | +10.5% | -48.9% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling