-41.3%
INTU vs APH
+309.1%
-350.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -1.2% | -5.0% | +3.8% | -0.2% |
| 30D | +12.4% | -8.4% | +20.8% | +14.4% |
| 3M | +2.3% | -4.5% | +6.8% | +1.8% |
| 6M | -13.3% | +25.3% | -38.6% | -24.8% |
| YTD | -47.9% | +18.9% | -66.8% | -56.5% |
| 1Y | -47.2% | +11.9% | -59.1% | -54.5% |
| 3Y | -33.9% | +278.0% | -311.9% | -81.6% |
| 5Y | -41.3% | +306.4% | -347.8% | -84.9% |
| All | -41.3% | +309.1% | -350.5% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 5y: compounded portfolio wealth divided by compounded APH 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…
5y analysis · Full analysis span regression · 6 months rolling