-43.2%
INTU vs ADVB
-97.4%
+54.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.0% |
| 7D | -3.9% | -1.2% | -2.7% | -3.9% |
| 30D | +11.7% | -61.4% | +73.1% | +11.9% |
| 3M | +4.5% | -67.8% | +72.3% | +4.7% |
| 6M | -13.9% | -66.9% | +53.0% | -14.5% |
| YTD | -48.2% | -64.9% | +16.7% | -48.5% |
| 1Y | -47.1% | -74.8% | +27.6% | -47.3% |
| All | -43.2% | -97.4% | +54.3% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling