-33.9%
INTU vs ALK
+23.9%
-57.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | -1.2% | +12.9% | -14.2% | -2.5% |
| 30D | +12.4% | +5.5% | +6.9% | +11.6% |
| 3M | +2.3% | -12.1% | +14.4% | +3.2% |
| 6M | -13.3% | +1.7% | -15.0% | -14.4% |
| YTD | -47.9% | -17.4% | -30.5% | -47.4% |
| 1Y | -47.2% | -1.9% | -45.2% | -48.6% |
| 3Y | -33.9% | +21.2% | -55.1% | -40.2% |
| All | -33.9% | +23.9% | -57.8% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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