-27.2%
INTU vs ALK
+15.2%
-42.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.2% |
| 7D | +7.1% | +7.1% | +0.1% | +6.4% |
| 30D | +23.0% | -3.0% | +26.0% | +23.1% |
| 3M | +8.7% | -25.6% | +34.4% | +11.5% |
| 6M | -10.1% | +0.5% | -10.6% | -11.4% |
| YTD | -45.7% | -23.1% | -22.6% | -44.7% |
| 1Y | -45.1% | -7.5% | -37.5% | -46.3% |
| All | -27.2% | +15.2% | -42.4% | -34.6% |
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