-33.9%
INTU vs AR
+46.6%
-80.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | -3.9% | +2.1% | -6.0% | -4.3% |
| 30D | +12.0% | +4.5% | +7.5% | +10.8% |
| 3M | +2.3% | +1.0% | +1.3% | +1.7% |
| 6M | -12.1% | +4.4% | -16.5% | -13.1% |
| YTD | -47.5% | +10.9% | -58.4% | -48.8% |
| 1Y | -46.9% | +8.6% | -55.4% | -48.1% |
| All | -33.9% | +46.6% | -80.5% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 3y: compounded portfolio wealth divided by compounded AR 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…
3y analysis · Full analysis span regression · 6 months rolling