-41.2%
INTU vs AMT
-19.0%
-22.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -3.9% | -2.4% | -1.6% | -3.1% |
| 30D | +12.0% | +4.2% | +7.8% | +10.5% |
| 3M | +2.3% | +13.4% | -11.1% | -1.9% |
| 6M | -12.1% | +9.4% | -21.5% | -15.0% |
| YTD | -47.5% | +11.7% | -59.2% | -50.0% |
| 1Y | -46.9% | +7.1% | -54.0% | -48.7% |
| 3Y | -33.5% | +15.1% | -48.5% | -42.2% |
| 5Y | -41.2% | -17.9% | -23.4% | -36.2% |
| All | -41.2% | -19.0% | -22.3% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling