-45.2%
INTU vs AME
+21.1%
-66.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +0.5% |
| 7D | +8.7% | -4.4% | +13.1% | +5.8% |
| 30D | +25.9% | -5.9% | +31.7% | +21.7% |
| 3M | +10.7% | -6.5% | +17.3% | +6.8% |
| 6M | -11.6% | +3.2% | -14.8% | -8.9% |
| YTD | -45.4% | +16.0% | -61.4% | -46.0% |
| 1Y | -45.2% | +20.4% | -65.7% | -47.6% |
| All | -45.2% | +21.1% | -66.3% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling