-44.5%
INTU vs AMDL
+47.6%
-92.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +22.3% | -26.0% | -3.5% |
| 7D | +0.1% | -26.2% | +26.3% | 0.0% |
| 30D | +15.4% | -57.1% | +72.5% | +15.2% |
| 3M | +6.6% | -29.8% | +36.4% | +6.3% |
| 6M | -11.3% | -22.2% | +10.9% | -13.0% |
| YTD | -47.7% | +142.1% | -189.8% | -52.5% |
| 1Y | -47.0% | +85.8% | -132.9% | -51.1% |
| All | -44.5% | +47.6% | -92.0% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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