+439.9%
INTU vs ALLY
+101.5%
+338.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | +7.1% | -1.1% | +8.3% | +7.5% |
| 30D | +23.0% | +4.2% | +18.8% | +21.4% |
| 3M | +8.7% | -12.4% | +21.1% | +13.4% |
| 6M | -10.1% | -8.7% | -1.4% | -8.1% |
| YTD | -45.7% | -11.6% | -34.0% | -44.1% |
| 1Y | -45.1% | +0.2% | -45.3% | -45.9% |
| 3Y | -26.9% | +57.1% | -84.0% | -40.2% |
| 5Y | -40.0% | -6.8% | -33.1% | -43.5% |
| 10Y | +265.4% | +200.4% | +65.0% | +118.8% |
| All | +439.9% | +101.5% | +338.4% | +254.4% |
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