-34.1%
INTU vs ALM
+909.2%
-943.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.3% | +0.6% |
| 7D | +0.1% | +1.2% | -1.2% | +0.1% |
| 30D | +10.1% | -19.3% | +29.4% | +9.7% |
| 3M | -4.2% | -40.6% | +36.5% | -4.9% |
| 6M | -7.2% | -57.9% | +50.7% | -7.7% |
| YTD | -47.7% | -6.7% | -41.0% | -49.4% |
| 1Y | -46.7% | +20.2% | -66.9% | -49.0% |
| 3Y | -34.1% | +879.4% | -913.5% | -41.0% |
| All | -34.1% | +909.2% | -943.3% | -41.0% |
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