+235.3%
INTU vs ACM
+147.1%
+88.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -3.1% |
| 7D | -3.9% | +6.9% | -10.8% | -6.6% |
| 30D | +11.7% | +19.1% | -7.3% | +3.9% |
| 3M | +4.5% | -6.9% | +11.4% | +6.8% |
| 6M | -13.9% | -12.0% | -1.8% | -10.2% |
| YTD | -48.2% | -25.1% | -23.1% | -42.9% |
| 1Y | -47.1% | -45.4% | -1.7% | -33.8% |
| 3Y | -32.5% | -6.9% | -25.6% | -33.7% |
| 5Y | -42.6% | +3.7% | -46.3% | -45.7% |
| 10Y | +235.3% | +135.8% | +99.5% | +132.6% |
| All | +235.3% | +147.1% | +88.2% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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