-42.2%
INTU vs ALK
-34.8%
-7.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -3.9% |
| 7D | +0.1% | +9.0% | -8.9% | -1.8% |
| 30D | +15.4% | -1.6% | +17.1% | +15.6% |
| 3M | +6.6% | -23.2% | +29.8% | +12.2% |
| 6M | -11.3% | -3.9% | -7.4% | -12.6% |
| YTD | -47.7% | -22.6% | -25.1% | -46.5% |
| 1Y | -47.0% | -5.3% | -41.7% | -49.3% |
| 3Y | -29.9% | +18.6% | -48.5% | -45.5% |
| All | -42.2% | -34.8% | -7.5% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling