+237.9%
INTU vs ACM
+133.7%
+104.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -1.2% | +6.6% | -7.9% | -3.9% |
| 30D | +12.4% | +19.8% | -7.3% | +4.3% |
| 3M | +2.3% | -3.1% | +5.4% | +3.0% |
| 6M | -13.3% | -11.5% | -1.8% | -9.9% |
| YTD | -47.9% | -24.7% | -23.2% | -42.7% |
| 1Y | -47.2% | -45.1% | -2.1% | -34.0% |
| 3Y | -33.9% | -8.9% | -25.0% | -34.5% |
| 5Y | -41.3% | +5.4% | -46.7% | -44.9% |
| 10Y | +237.9% | +131.1% | +106.8% | +132.6% |
| All | +237.9% | +133.7% | +104.2% | +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