-43.5%
INTU vs ALC
-9.8%
-33.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.2% |
| 7D | -4.1% | -6.2% | +2.0% | -0.8% |
| 30D | +12.8% | +14.0% | -1.2% | +5.3% |
| 3M | +2.1% | -2.4% | +4.5% | +3.4% |
| 6M | -11.5% | +12.6% | -24.1% | -17.2% |
| YTD | -47.9% | -8.4% | -39.5% | -46.2% |
| 1Y | -47.7% | -9.1% | -38.5% | -45.8% |
| 3Y | -34.0% | -0.3% | -33.7% | -39.9% |
| 5Y | -43.5% | -9.9% | -33.6% | -42.8% |
| All | -43.5% | -9.8% | -33.7% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling