-2.9%
INTU vs ABCL
-79.5%
+76.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -1.4% |
| 7D | -3.9% | +12.4% | -16.3% | -5.1% |
| 30D | +11.7% | -0.4% | +12.1% | +11.3% |
| 3M | +4.5% | +80.4% | -75.9% | -3.1% |
| 6M | -13.9% | +138.5% | -152.4% | -23.6% |
| YTD | -48.2% | +265.5% | -313.7% | -57.0% |
| 1Y | -47.1% | +219.7% | -266.8% | -55.4% |
| 3Y | -32.5% | +209.4% | -241.9% | -46.3% |
| 5Y | -42.6% | -15.0% | -27.5% | -47.6% |
| All | -2.9% | -79.5% | +76.7% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling