+235.3%
INTU vs ALM
+2,221.4%
-1,986.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.1% | -9.0% | -1.0% |
| 7D | -3.9% | +0.7% | -4.7% | -4.0% |
| 30D | +11.7% | -26.1% | +37.8% | +12.1% |
| 3M | +4.5% | -38.1% | +42.6% | +4.9% |
| 6M | -13.9% | -55.4% | +41.5% | -13.2% |
| YTD | -48.2% | -0.4% | -47.8% | -49.2% |
| 1Y | -47.1% | +25.4% | -72.5% | -48.6% |
| 3Y | -32.5% | +907.8% | -940.2% | -39.2% |
| 5Y | -42.6% | +440.2% | -482.7% | -47.9% |
| 10Y | +235.3% | +2,031.1% | -1,795.9% | +188.2% |
| All | +235.3% | +2,221.4% | -1,986.1% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling