+1,302.8%
INTU vs ACM
+233.3%
+1,069.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | +0.1% | +5.4% | -5.2% | -1.6% |
| 30D | +15.4% | +15.1% | +0.3% | +10.1% |
| 3M | +6.6% | -10.5% | +17.0% | +10.2% |
| 6M | -11.3% | -19.7% | +8.4% | -5.2% |
| YTD | -47.7% | -28.8% | -18.9% | -42.2% |
| 1Y | -47.0% | -47.9% | +0.9% | -35.2% |
| 3Y | -29.9% | -12.4% | -17.6% | -28.8% |
| 5Y | -42.2% | +0.6% | -42.8% | -43.4% |
| 10Y | +251.7% | +161.3% | +90.4% | +141.7% |
| All | +1,302.8% | +233.3% | +1,069.5% | +703.4% |
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