-29.9%
INTU vs ALB
-16.8%
-13.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -3.8% |
| 7D | +0.1% | +9.1% | -8.9% | -0.3% |
| 30D | +15.4% | -3.4% | +18.8% | +15.6% |
| 3M | +6.6% | -20.6% | +27.2% | +7.7% |
| 6M | -11.3% | -48.2% | +36.9% | -8.4% |
| YTD | -47.7% | -29.2% | -18.5% | -47.9% |
| 1Y | -47.0% | +10.0% | -57.0% | -49.6% |
| 3Y | -29.9% | -12.9% | -17.0% | -35.5% |
| All | -29.9% | -16.8% | -13.1% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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