-52.7%
INTU vs ALM
+312.4%
-365.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.6% | -1.9% |
| 7D | -8.5% | +3.6% | -12.1% | -8.1% |
| 30D | -6.1% | +33.8% | -39.9% | -3.5% |
| 3M | +7.3% | +14.8% | -7.4% | +10.0% |
| 6M | -33.2% | -7.0% | -26.3% | -31.7% |
| YTD | -52.2% | +108.1% | -160.2% | -51.4% |
| 1Y | -52.7% | +313.8% | -366.4% | -53.7% |
| All | -52.7% | +312.4% | -365.1% | -53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling