-38.4%
INTU vs ALK
-25.3%
-13.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -3.7% |
| 7D | -7.1% | -0.7% | -6.4% | -7.0% |
| 30D | +1.5% | -19.2% | +20.7% | +5.8% |
| 3M | +10.7% | -1.5% | +12.2% | +9.7% |
| 6M | -23.8% | -13.1% | -10.8% | -23.2% |
| YTD | -49.3% | -16.4% | -32.9% | -48.8% |
| 1Y | -49.7% | -33.1% | -16.6% | -45.9% |
| 3Y | -38.0% | +0.6% | -38.6% | -45.9% |
| All | -38.4% | -25.3% | -13.2% | -42.6% |
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 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