+14,671.9%
INTU vs APD
+3,150.2%
+11,521.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -4.1% | +2.2% | -6.3% | -4.9% |
| 30D | +12.8% | +9.4% | +3.4% | +9.0% |
| 3M | +2.1% | +4.7% | -2.6% | +0.3% |
| 6M | -11.5% | +5.5% | -17.0% | -13.8% |
| YTD | -47.9% | +31.4% | -79.3% | -54.0% |
| 1Y | -47.7% | +24.1% | -71.8% | -52.9% |
| 3Y | -34.0% | +28.8% | -62.7% | -43.1% |
| 5Y | -43.5% | +15.8% | -59.3% | -49.6% |
| 10Y | +231.1% | +191.6% | +39.5% | +104.4% |
| All | +14,671.9% | +3,150.2% | +11,521.7% | +3,371.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling