-44.3%
INTU vs ADVB
-88.3%
+44.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.4% |
| 7D | -7.1% | -3.8% | -3.3% | -7.1% |
| 30D | +1.5% | +17.6% | -16.1% | +1.3% |
| 3M | +10.7% | +119.1% | -108.5% | +9.7% |
| 6M | -23.8% | +103.4% | -127.2% | -24.8% |
| YTD | -49.3% | +59.8% | -109.1% | -49.8% |
| 1Y | -49.7% | +8.5% | -58.2% | -50.2% |
| All | -44.3% | -88.3% | +44.0% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling