+1,260.3%
INTU vs ACM
+230.8%
+1,029.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | -7.1% | -3.7% | -3.3% | -5.9% |
| 30D | +1.5% | -11.1% | +12.6% | +5.1% |
| 3M | +10.7% | -8.0% | +18.6% | +13.2% |
| 6M | -23.8% | -29.7% | +5.8% | -15.1% |
| YTD | -49.3% | -29.4% | -19.9% | -43.8% |
| 1Y | -49.7% | -46.4% | -3.2% | -39.1% |
| 3Y | -38.0% | -22.3% | -15.7% | -34.4% |
| 5Y | -38.7% | +4.5% | -43.2% | -40.9% |
| 10Y | +221.3% | +127.6% | +93.7% | +129.8% |
| All | +1,260.3% | +230.8% | +1,029.5% | +681.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling