-32.5%
INTU vs ALLY
+61.3%
-93.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | +11.7% | +3.4% | +8.3% | +10.9% |
| 3M | +4.5% | -11.1% | +15.5% | +7.2% |
| 6M | -13.9% | -11.5% | -2.4% | -11.8% |
| YTD | -48.2% | -12.3% | -35.9% | -47.0% |
| 1Y | -47.1% | +1.1% | -48.2% | -47.9% |
| 3Y | -32.5% | +64.8% | -97.3% | -42.0% |
| All | -32.5% | +61.3% | -93.8% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 3y: compounded portfolio wealth divided by compounded ALLY 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…
3y analysis · Full analysis span regression · 6 months rolling