+601.5%
INTU vs AMCR
+100.3%
+501.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.1% | -2.4% | +2.4% | +0.7% |
| 30D | +10.1% | +3.6% | +6.5% | +9.2% |
| 3M | -4.2% | -4.2% | 0.0% | -3.1% |
| 6M | -7.2% | +15.5% | -22.8% | -10.8% |
| YTD | -47.7% | +9.7% | -57.4% | -49.6% |
| 1Y | -46.7% | +8.3% | -55.0% | -48.5% |
| 3Y | -34.1% | +15.4% | -49.4% | -38.5% |
| 5Y | -43.3% | -9.1% | -34.2% | -43.1% |
| 10Y | +232.6% | +18.6% | +214.0% | +197.7% |
| All | +601.5% | +100.3% | +501.2% | +541.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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