+14,729.7%
INTU vs AME
+13,646.0%
+1,083.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.5% | -6.3% | -4.8% |
| 7D | +0.1% | -5.2% | +5.3% | +1.9% |
| 30D | +15.4% | -8.0% | +23.5% | +18.6% |
| 3M | +6.6% | -8.9% | +15.5% | +9.4% |
| 6M | -11.3% | -5.0% | -6.3% | -11.2% |
| YTD | -47.7% | +11.9% | -59.6% | -51.8% |
| 1Y | -47.0% | +16.6% | -63.7% | -52.0% |
| 3Y | -29.9% | +62.5% | -92.4% | -45.4% |
| 5Y | -42.2% | +67.6% | -109.8% | -55.0% |
| 10Y | +251.7% | +450.4% | -198.7% | +74.0% |
| All | +14,729.7% | +13,646.0% | +1,083.6% | +3,060.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling