-47.5%
INTU vs ALC
+2.0%
-49.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.1% |
| 7D | -3.9% | +2.1% | -6.0% | -4.7% |
| 30D | +11.7% | +17.2% | -5.5% | +5.9% |
| 3M | +4.5% | +4.6% | -0.2% | +2.2% |
| 6M | -13.9% | +20.1% | -34.0% | -17.9% |
| YTD | -48.2% | -4.2% | -44.0% | -48.9% |
| All | -47.5% | +2.0% | -49.5% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling