-47.7%
INTU vs ABCL
+189.1%
-236.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | -0.8% |
| 7D | -4.1% | +4.4% | -8.5% | -4.0% |
| 30D | +12.8% | -7.9% | +20.7% | +12.8% |
| 3M | +2.1% | +12.2% | -10.1% | +1.7% |
| 6M | -11.5% | +134.7% | -146.2% | -10.3% |
| YTD | -47.9% | +239.8% | -287.7% | -50.8% |
| 1Y | -47.7% | +192.7% | -240.4% | -49.0% |
| All | -47.7% | +189.1% | -236.7% | -49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling