+211.1%
INTU vs AME
+421.6%
-210.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.1% |
| 7D | -7.5% | +2.8% | -10.3% | -9.1% |
| 30D | -1.9% | -6.3% | +4.3% | +1.6% |
| 3M | +4.9% | +5.4% | -0.5% | +0.3% |
| 6M | -33.2% | +7.4% | -40.7% | -38.1% |
| YTD | -51.4% | +16.2% | -67.6% | -57.7% |
| 1Y | -52.0% | +26.8% | -78.8% | -60.8% |
| 3Y | -40.7% | +57.5% | -98.2% | -59.6% |
| 5Y | -41.7% | +84.8% | -126.6% | -64.4% |
| 10Y | +211.1% | +424.3% | -213.2% | +12.0% |
| All | +211.1% | +421.6% | -210.5% | +12.0% |
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