-47.5%
INTU vs ADVB
-74.4%
+26.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -0.9% |
| 7D | -3.9% | -1.2% | -2.7% | -3.9% |
| 30D | +11.7% | -61.4% | +73.1% | +11.8% |
| 3M | +4.5% | -67.8% | +72.3% | +4.6% |
| 6M | -13.9% | -66.9% | +53.0% | -15.3% |
| YTD | -48.2% | -64.9% | +16.7% | -48.3% |
| All | -47.5% | -74.4% | +26.9% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling