+574.2%
INTU vs AMBA
+722.2%
-148.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.4% | +8.9% | +1.1% |
| 7D | +7.1% | -14.6% | +21.7% | +9.9% |
| 30D | +23.0% | -18.8% | +41.8% | +26.9% |
| 3M | +8.7% | -32.6% | +41.3% | +15.2% |
| 6M | -10.1% | -25.8% | +15.7% | -10.0% |
| YTD | -45.7% | -22.1% | -23.6% | -46.9% |
| 1Y | -45.1% | -36.2% | -8.9% | -44.4% |
| 3Y | -26.9% | +10.0% | -36.9% | -37.4% |
| 5Y | -40.0% | -71.6% | +31.6% | -37.7% |
| 10Y | +265.4% | -4.7% | +270.1% | +191.5% |
| All | +574.2% | +722.2% | -148.0% | +323.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 all: compounded portfolio wealth divided by compounded AMBA 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…
all analysis · Full analysis span regression · 6 months rolling