+403.8%
INTU vs ALLY
+124.8%
+279.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -7.1% | +3.7% | -10.8% | -8.1% |
| 30D | +1.5% | -2.3% | +3.7% | +2.1% |
| 3M | +10.7% | +3.8% | +6.8% | +9.0% |
| 6M | -23.8% | +9.7% | -33.6% | -26.9% |
| YTD | -49.3% | -1.4% | -47.9% | -49.7% |
| 1Y | -49.7% | +8.2% | -57.9% | -51.7% |
| 3Y | -38.0% | +66.5% | -104.5% | -50.4% |
| 5Y | -38.7% | +1.2% | -39.9% | -44.2% |
| 10Y | +221.3% | +191.4% | +29.9% | +92.9% |
| All | +403.8% | +124.8% | +279.0% | +219.3% |
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