-29.9%
INTU vs ALM
+825.4%
-855.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.9% | -3.7% |
| 7D | +0.1% | -6.7% | +6.8% | 0.0% |
| 30D | +15.4% | -32.9% | +48.3% | +14.7% |
| 3M | +6.6% | -39.5% | +46.1% | +5.8% |
| 6M | -11.3% | -62.0% | +50.7% | -11.6% |
| YTD | -47.7% | -7.8% | -39.9% | -49.5% |
| 1Y | -47.0% | +26.7% | -73.7% | -49.5% |
| 3Y | -29.9% | +825.4% | -855.3% | -37.0% |
| All | -29.9% | +825.4% | -855.3% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling