+235.3%
INTU vs AMT
+116.9%
+118.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -3.9% | +0.4% | -4.3% | -4.1% |
| 30D | +11.7% | +3.7% | +8.0% | +9.8% |
| 3M | +4.5% | +10.7% | -6.2% | -0.5% |
| 6M | -13.9% | +9.3% | -23.1% | -17.8% |
| YTD | -48.2% | +10.9% | -59.2% | -51.5% |
| 1Y | -47.1% | +10.5% | -57.7% | -50.5% |
| 3Y | -32.5% | +15.5% | -48.0% | -42.3% |
| 5Y | -42.6% | -20.6% | -22.0% | -39.2% |
| 10Y | +235.3% | +124.5% | +110.7% | +138.1% |
| All | +235.3% | +116.9% | +118.4% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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