+221.6%
INTU vs ACM
+130.7%
+91.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | -7.1% | -3.7% | -3.3% | -5.7% |
| 30D | +1.5% | -11.1% | +12.6% | +5.8% |
| 3M | +10.7% | -8.0% | +18.6% | +13.6% |
| 6M | -23.8% | -29.7% | +5.8% | -13.3% |
| YTD | -49.3% | -29.4% | -19.9% | -42.8% |
| 1Y | -49.7% | -46.4% | -3.2% | -36.8% |
| 3Y | -38.0% | -22.3% | -15.7% | -34.3% |
| 5Y | -38.7% | +4.5% | -43.2% | -41.9% |
| All | +221.6% | +130.7% | +91.0% | +124.5% |
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