-38.4%
INTU vs AME
+82.5%
-120.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -4.2% |
| 7D | -7.1% | +0.6% | -7.7% | -7.4% |
| 30D | +1.5% | -6.7% | +8.1% | +4.9% |
| 3M | +10.7% | +4.1% | +6.6% | +6.9% |
| 6M | -23.8% | +1.6% | -25.4% | -26.6% |
| YTD | -49.3% | +16.1% | -65.4% | -56.2% |
| 1Y | -49.7% | +27.3% | -77.0% | -59.7% |
| 3Y | -38.0% | +50.9% | -88.9% | -59.1% |
| All | -38.4% | +82.5% | -120.9% | -67.0% |
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 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