+243.1%
INTU vs ACM
+155.0%
+88.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | +0.1% | +5.4% | -5.2% | -2.0% |
| 30D | +15.4% | +15.1% | +0.3% | +9.1% |
| 3M | +6.6% | -10.5% | +17.0% | +10.8% |
| 6M | -11.3% | -19.7% | +8.4% | -4.1% |
| YTD | -47.7% | -28.8% | -18.9% | -41.2% |
| 1Y | -47.0% | -47.9% | +0.9% | -32.5% |
| 3Y | -29.9% | -12.4% | -17.6% | -29.4% |
| 5Y | -42.2% | +0.6% | -42.8% | -44.4% |
| All | +243.1% | +155.0% | +88.1% | +146.1% |
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