+235.2%
INTU vs ACGL
+322.9%
-87.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -4.1% | -1.2% | -2.9% | -3.6% |
| 30D | +12.8% | +12.8% | +0.1% | +7.4% |
| 3M | +2.1% | +12.3% | -10.2% | -2.6% |
| 6M | -11.5% | +15.8% | -27.3% | -16.6% |
| YTD | -47.9% | +13.9% | -61.8% | -50.8% |
| 1Y | -47.7% | +19.0% | -66.7% | -51.5% |
| 3Y | -34.0% | +33.7% | -67.6% | -43.6% |
| 5Y | -43.5% | +173.4% | -216.9% | -66.6% |
| All | +235.2% | +322.9% | -87.7% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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