+211.1%
INTU vs ALM
+3,219.4%
-3,008.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.8% | -13.0% | -4.2% |
| 7D | -7.5% | +8.4% | -16.0% | -7.6% |
| 30D | -1.9% | +34.8% | -36.8% | -2.4% |
| 3M | +4.9% | +16.2% | -11.4% | +4.5% |
| 6M | -33.2% | +2.1% | -35.4% | -33.5% |
| YTD | -51.4% | +117.0% | -168.4% | -52.7% |
| 1Y | -52.0% | +313.9% | -365.8% | -54.3% |
| 3Y | -40.7% | +2,327.9% | -2,368.6% | -47.2% |
| 5Y | -41.7% | +1,040.6% | -1,082.4% | -47.4% |
| 10Y | +211.1% | +3,219.4% | -3,008.3% | +166.2% |
| All | +211.1% | +3,219.4% | -3,008.3% | +166.2% |
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