-42.2%
INTU vs AME
+66.2%
-108.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.5% | -6.3% | -4.9% |
| 7D | +0.1% | -5.2% | +5.3% | +2.1% |
| 30D | +15.4% | -8.0% | +23.5% | +19.0% |
| 3M | +6.6% | -8.9% | +15.5% | +9.8% |
| 6M | -11.3% | -5.0% | -6.3% | -11.5% |
| YTD | -47.7% | +11.9% | -59.6% | -54.6% |
| 1Y | -47.0% | +16.6% | -63.7% | -55.5% |
| 3Y | -29.9% | +62.5% | -92.4% | -59.1% |
| All | -42.2% | +66.2% | -108.5% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling