+236.7%
INTU vs AME
+444.5%
-207.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +0.1% | +5.9% | -5.8% | -3.2% |
| 30D | +10.1% | -1.9% | +12.0% | +10.2% |
| 3M | -4.2% | -5.4% | +1.2% | -2.7% |
| 6M | -7.2% | +4.9% | -12.2% | -12.6% |
| YTD | -47.7% | +18.5% | -66.2% | -55.7% |
| 1Y | -46.7% | +25.5% | -72.2% | -56.6% |
| 3Y | -34.1% | +63.0% | -97.1% | -56.8% |
| 5Y | -43.3% | +78.3% | -121.6% | -65.1% |
| All | +236.7% | +444.5% | -207.7% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling