-41.2%
INTU vs ALK
-28.7%
-12.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +0.9% |
| 7D | -3.9% | +2.6% | -6.5% | -4.5% |
| 30D | +12.0% | +7.8% | +4.2% | +9.9% |
| 3M | +2.3% | -15.2% | +17.5% | +5.4% |
| 6M | -12.1% | +5.0% | -17.1% | -15.2% |
| YTD | -47.5% | -18.4% | -29.1% | -47.0% |
| 1Y | -46.9% | -2.4% | -44.5% | -49.4% |
| 3Y | -33.5% | +19.8% | -53.2% | -47.8% |
| 5Y | -41.2% | -27.8% | -13.5% | -43.9% |
| All | -41.2% | -28.7% | -12.6% | -43.9% |
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