+419.6%
INTU vs ALLY
+98.1%
+321.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.2% |
| 7D | +0.1% | +0.9% | -0.8% | -0.1% |
| 30D | +15.4% | +3.1% | +12.3% | +14.3% |
| 3M | +6.6% | -12.6% | +19.1% | +11.2% |
| 6M | -11.3% | -12.4% | +1.1% | -8.0% |
| YTD | -47.7% | -13.2% | -34.6% | -45.9% |
| 1Y | -47.0% | +1.8% | -48.8% | -48.1% |
| 3Y | -29.9% | +58.0% | -87.9% | -42.8% |
| 5Y | -42.2% | -8.4% | -33.8% | -45.4% |
| 10Y | +251.7% | +195.3% | +56.4% | +111.8% |
| All | +419.6% | +98.1% | +321.5% | +243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling