+405.6%
INTU vs ALLE
+260.9%
+144.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.9% |
| 7D | -7.1% | -0.2% | -6.9% | -7.0% |
| 30D | +1.5% | -6.8% | +8.2% | +5.0% |
| 3M | +10.7% | +21.0% | -10.4% | -0.4% |
| 6M | -23.8% | +1.1% | -24.9% | -25.7% |
| YTD | -49.3% | -0.5% | -48.8% | -50.3% |
| 1Y | -49.7% | -7.3% | -42.4% | -48.9% |
| 3Y | -38.0% | +42.3% | -80.3% | -51.9% |
| 5Y | -38.7% | +13.5% | -52.2% | -46.9% |
| 10Y | +221.3% | +144.0% | +77.3% | +78.9% |
| All | +405.6% | +260.9% | +144.7% | +137.8% |
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