+14,280.4%
INTU vs APD
+2,976.6%
+11,303.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.0% |
| 7D | -7.1% | -2.2% | -4.9% | -6.3% |
| 30D | +1.5% | +2.1% | -0.6% | +0.6% |
| 3M | +10.7% | +7.2% | +3.5% | +7.3% |
| 6M | -23.8% | +11.2% | -35.1% | -27.8% |
| YTD | -49.3% | +24.4% | -73.7% | -54.3% |
| 1Y | -49.7% | +6.7% | -56.3% | -51.9% |
| 3Y | -38.0% | +9.2% | -47.3% | -43.2% |
| 5Y | -38.7% | +27.4% | -66.1% | -47.4% |
| 10Y | +221.3% | +164.8% | +56.5% | +105.9% |
| All | +14,280.4% | +2,976.6% | +11,303.9% | +3,354.8% |
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 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