-38.1%
INTU vs ACGL
+34.2%
-72.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.6% | -3.0% |
| 7D | -7.1% | -0.7% | -6.3% | -6.9% |
| 30D | +1.5% | -1.0% | +2.5% | +1.7% |
| 3M | +10.7% | +11.0% | -0.4% | +9.1% |
| 6M | -23.8% | -0.3% | -23.5% | -23.7% |
| YTD | -49.3% | +2.3% | -51.6% | -49.5% |
| 1Y | -49.7% | +6.4% | -56.0% | -50.1% |
| All | -38.1% | +34.2% | -72.4% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling