-1.9%
INTU vs ABCL
-80.5%
+78.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.7% | -10.5% | -4.4% |
| 7D | +0.1% | -3.2% | +3.3% | +0.2% |
| 30D | +15.4% | -7.4% | +22.8% | +15.7% |
| 3M | +6.6% | +81.9% | -75.3% | -1.3% |
| 6M | -11.3% | +135.7% | -147.0% | -21.4% |
| YTD | -47.7% | +247.4% | -295.1% | -56.3% |
| 1Y | -47.0% | +162.3% | -209.3% | -54.3% |
| 3Y | -29.9% | +165.5% | -195.4% | -43.1% |
| 5Y | -42.2% | -21.3% | -20.9% | -47.0% |
| All | -1.9% | -80.5% | +78.6% | -5.0% |
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