+211.1%
INTU vs APD
+161.1%
+50.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -3.0% | -3.6% |
| 7D | -7.5% | -2.5% | -5.0% | -6.4% |
| 30D | -1.9% | -1.9% | -0.1% | -1.0% |
| 3M | +4.9% | +8.2% | -3.4% | +0.6% |
| 6M | -33.2% | +10.7% | -44.0% | -37.3% |
| YTD | -51.4% | +22.9% | -74.3% | -57.1% |
| 1Y | -52.0% | +5.8% | -57.8% | -54.4% |
| 3Y | -40.7% | +7.8% | -48.5% | -46.8% |
| 5Y | -41.7% | +26.1% | -67.8% | -53.6% |
| 10Y | +211.1% | +163.7% | +47.4% | +52.6% |
| All | +211.1% | +161.1% | +50.0% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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