+233.5%
INTU vs AMT
+134.0%
+99.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -3.9% | -2.4% | -1.6% | -2.9% |
| 30D | +12.0% | +4.2% | +7.8% | +9.9% |
| 3M | +2.3% | +13.4% | -11.1% | -3.6% |
| 6M | -12.1% | +9.4% | -21.5% | -16.2% |
| YTD | -47.5% | +11.7% | -59.2% | -51.0% |
| 1Y | -46.9% | +7.1% | -54.0% | -49.5% |
| 3Y | -33.5% | +15.1% | -48.5% | -42.9% |
| 5Y | -41.2% | -17.9% | -23.4% | -38.9% |
| 10Y | +233.5% | +133.5% | +100.0% | +130.6% |
| All | +233.5% | +134.0% | +99.5% | +130.6% |
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