-47.5%
INTU vs AMT
+11.6%
-59.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -3.9% | +0.4% | -4.3% | -4.0% |
| 30D | +11.7% | +3.7% | +8.0% | +10.9% |
| 3M | +4.5% | +10.7% | -6.2% | +2.5% |
| 6M | -13.9% | +9.3% | -23.1% | -15.9% |
| YTD | -48.2% | +10.9% | -59.2% | -49.3% |
| All | -47.5% | +11.6% | -59.1% | -48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling