+39.6%
INTU vs ALC
+31.8%
+7.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -2.5% |
| 7D | +0.1% | +4.9% | -4.8% | -2.6% |
| 30D | +15.4% | +19.0% | -3.5% | +4.7% |
| 3M | +6.6% | +7.8% | -1.2% | +2.2% |
| 6M | -11.3% | +14.6% | -25.9% | -18.3% |
| YTD | -47.7% | -4.4% | -43.3% | -47.2% |
| 1Y | -47.0% | +1.4% | -48.4% | -48.5% |
| 3Y | -29.9% | +2.5% | -32.4% | -36.0% |
| 5Y | -42.2% | -10.9% | -31.3% | -42.5% |
| All | +39.6% | +31.8% | +7.8% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling