-42.6%
INTU vs ABCL
-18.8%
-23.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -1.5% |
| 7D | -3.9% | +12.4% | -16.3% | -5.2% |
| 30D | +11.7% | -0.4% | +12.1% | +11.2% |
| 3M | +4.5% | +80.4% | -75.9% | -4.1% |
| 6M | -13.9% | +138.5% | -152.4% | -24.8% |
| YTD | -48.2% | +265.5% | -313.7% | -58.2% |
| 1Y | -47.1% | +219.7% | -266.8% | -56.6% |
| 3Y | -32.5% | +209.4% | -241.9% | -48.8% |
| 5Y | -42.6% | -15.0% | -27.5% | -44.8% |
| All | -42.6% | -18.8% | -23.7% | -44.8% |
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