-42.2%
INTU vs ALM
+396.4%
-438.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.9% | -3.8% |
| 7D | +0.1% | -6.7% | +6.8% | +0.1% |
| 30D | +15.4% | -32.9% | +48.3% | +15.4% |
| 3M | +6.6% | -39.5% | +46.1% | +6.5% |
| 6M | -11.3% | -62.0% | +50.7% | -10.9% |
| YTD | -47.7% | -7.8% | -39.9% | -49.2% |
| 1Y | -47.0% | +26.7% | -73.7% | -49.2% |
| 3Y | -29.9% | +825.4% | -855.3% | -39.1% |
| All | -42.2% | +396.4% | -438.6% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling