-43.2%
INTU vs ALLY
-10.0%
-33.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +10.1% | +5.2% | +4.8% | +8.1% |
| 3M | -4.2% | -13.3% | +9.1% | +0.7% |
| 6M | -7.2% | -6.7% | -0.6% | -5.6% |
| YTD | -47.7% | -12.8% | -34.9% | -45.8% |
| 1Y | -46.7% | +0.7% | -47.4% | -47.8% |
| 3Y | -34.1% | +65.2% | -99.3% | -50.6% |
| All | -43.2% | -10.0% | -33.2% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling