+14,729.7%
INTU vs APD
+3,013.0%
+11,716.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.2% |
| 7D | +0.1% | -3.7% | +3.8% | +1.6% |
| 30D | +15.4% | +9.6% | +5.8% | +11.4% |
| 3M | +6.6% | +1.6% | +4.9% | +5.9% |
| 6M | -11.3% | +2.2% | -13.5% | -12.7% |
| YTD | -47.7% | +25.9% | -73.6% | -53.1% |
| 1Y | -47.0% | +20.1% | -67.2% | -51.7% |
| 3Y | -29.9% | +12.4% | -42.3% | -36.6% |
| 5Y | -42.2% | +11.1% | -53.3% | -47.6% |
| 10Y | +251.7% | +190.1% | +61.5% | +117.8% |
| All | +14,729.7% | +3,013.0% | +11,716.6% | +3,444.5% |
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