-40.0%
INTU vs ABCL
-30.0%
-9.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.4% | +8.9% | +0.4% |
| 7D | +7.1% | -14.9% | +22.0% | +8.7% |
| 30D | +23.0% | -15.4% | +38.4% | +24.5% |
| 3M | +8.7% | +88.0% | -79.3% | -1.0% |
| 6M | -10.1% | +138.8% | -148.9% | -22.1% |
| YTD | -45.7% | +225.4% | -271.1% | -55.6% |
| 1Y | -45.1% | +137.3% | -182.4% | -53.1% |
| 3Y | -26.9% | +136.8% | -163.7% | -41.8% |
| 5Y | -40.0% | -26.2% | -13.7% | -41.5% |
| All | -40.0% | -30.0% | -9.9% | -41.5% |
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