-40.4%
INTU vs ADVB
-97.6%
+57.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.5% | +9.0% | -0.5% |
| 7D | +7.1% | -28.0% | +35.2% | +7.1% |
| 30D | +23.0% | -70.2% | +93.2% | +23.3% |
| 3M | +8.7% | -76.1% | +84.8% | +8.9% |
| 6M | -10.1% | -72.3% | +62.2% | -10.8% |
| YTD | -45.7% | -67.5% | +21.8% | -46.0% |
| 1Y | -45.1% | -78.6% | +33.5% | -45.2% |
| All | -40.4% | -97.6% | +57.3% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling