+4,943.1%
INTU vs AMT
+1,439.7%
+3,503.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -4.1% | -2.2% | -2.0% | -3.6% |
| 30D | +12.8% | +5.8% | +7.1% | +11.3% |
| 3M | +2.1% | +12.6% | -10.5% | -0.8% |
| 6M | -11.5% | +8.3% | -19.8% | -13.3% |
| YTD | -47.9% | +11.4% | -59.3% | -49.6% |
| 1Y | -47.7% | +7.7% | -55.4% | -49.0% |
| 3Y | -34.0% | +14.8% | -48.8% | -37.8% |
| 5Y | -43.5% | -18.0% | -25.6% | -42.4% |
| 10Y | +231.1% | +133.0% | +98.1% | +170.3% |
| All | +4,943.1% | +1,439.7% | +3,503.4% | +2,400.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling