-34.4%
INTU vs ALC
+1.2%
-35.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.4% |
| 7D | -4.1% | -6.2% | +2.0% | -1.9% |
| 30D | +12.8% | +14.0% | -1.2% | +8.1% |
| 3M | +2.1% | -2.4% | +4.5% | +2.8% |
| 6M | -11.5% | +12.6% | -24.1% | -14.8% |
| YTD | -47.9% | -8.4% | -39.5% | -46.9% |
| 1Y | -47.7% | -9.1% | -38.5% | -46.5% |
| All | -34.4% | +1.2% | -35.5% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling