-38.4%
INTU vs ABCL
-41.3%
+2.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.2% |
| 7D | -7.1% | +0.7% | -7.8% | -7.1% |
| 30D | +1.5% | +93.1% | -91.6% | -6.8% |
| 3M | +10.7% | +79.4% | -68.8% | +1.6% |
| 6M | -23.8% | +214.9% | -238.7% | -36.0% |
| YTD | -49.3% | +234.2% | -283.5% | -58.1% |
| 1Y | -49.7% | +174.8% | -224.4% | -57.8% |
| 3Y | -38.0% | +104.5% | -142.5% | -48.2% |
| All | -38.4% | -41.3% | +2.8% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling