+9,666.4%
INTU vs ALB
+2,835.3%
+6,831.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.1% | -2.2% |
| 7D | -7.1% | -8.1% | +1.0% | -5.0% |
| 30D | +1.5% | +6.3% | -4.8% | -0.4% |
| 3M | +10.7% | -23.6% | +34.2% | +17.6% |
| 6M | -23.8% | -24.6% | +0.8% | -20.3% |
| YTD | -49.3% | -10.3% | -39.0% | -50.3% |
| 1Y | -49.7% | +61.5% | -111.1% | -59.2% |
| 3Y | -38.0% | -34.0% | -4.0% | -40.6% |
| 5Y | -38.7% | -44.6% | +5.9% | -40.4% |
| 10Y | +221.3% | +76.1% | +145.2% | +94.4% |
| All | +9,666.4% | +2,835.3% | +6,831.1% | +2,207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling