+421.4%
INTU vs ALLE
+327.3%
+94.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.8% | -3.3% |
| 7D | +0.1% | -0.6% | +0.7% | +0.4% |
| 30D | +15.4% | +25.3% | -9.9% | +2.9% |
| 3M | +6.6% | +10.3% | -3.7% | +1.1% |
| 6M | -11.3% | +38.0% | -49.4% | -25.7% |
| YTD | -47.7% | +17.8% | -65.5% | -53.1% |
| 1Y | -47.0% | +13.6% | -60.6% | -51.6% |
| 3Y | -29.9% | +89.2% | -119.1% | -53.4% |
| 5Y | -42.2% | +51.1% | -93.3% | -56.8% |
| 10Y | +251.7% | +228.1% | +23.5% | +68.4% |
| All | +421.4% | +327.3% | +94.1% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling