-47.7%
INTU vs ALLE
+14.3%
-62.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -4.1% | +1.6% | -5.7% | -4.2% |
| 30D | +12.8% | +24.1% | -11.2% | +11.7% |
| 3M | +2.1% | +14.8% | -12.7% | +0.6% |
| 6M | -11.5% | +45.9% | -57.3% | -10.0% |
| YTD | -47.9% | +20.7% | -68.7% | -45.4% |
| 1Y | -47.7% | +14.2% | -61.9% | -44.3% |
| All | -47.7% | +14.3% | -62.0% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling