+236.7%
INTU vs APD
+191.9%
+44.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +0.1% | +3.8% | -3.8% | -1.7% |
| 30D | +10.1% | +8.2% | +1.9% | +6.1% |
| 3M | -4.2% | +4.3% | -8.5% | -6.1% |
| 6M | -7.2% | +4.7% | -11.9% | -9.8% |
| YTD | -47.7% | +31.5% | -79.2% | -55.3% |
| 1Y | -46.7% | +23.5% | -70.2% | -53.1% |
| 3Y | -34.1% | +29.1% | -63.2% | -46.0% |
| 5Y | -43.3% | +15.9% | -59.2% | -51.9% |
| All | +236.7% | +191.9% | +44.8% | +63.1% |
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