+233.5%
INTU vs APD
+187.5%
+46.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -3.9% | -1.2% | -2.8% | -3.4% |
| 30D | +12.0% | +11.0% | +0.9% | +6.7% |
| 3M | +2.3% | +2.6% | -0.2% | +1.1% |
| 6M | -12.1% | +4.8% | -16.9% | -14.6% |
| YTD | -47.5% | +31.0% | -78.5% | -55.1% |
| 1Y | -46.9% | +23.4% | -70.3% | -53.2% |
| 3Y | -33.5% | +28.4% | -61.8% | -45.4% |
| 5Y | -41.2% | +15.2% | -56.4% | -50.0% |
| 10Y | +233.5% | +190.7% | +42.8% | +58.8% |
| All | +233.5% | +187.5% | +46.0% | +58.8% |
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