-43.5%
INTU vs AR
+101.6%
-145.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -4.1% | +6.4% | -10.5% | -5.2% |
| 30D | +12.8% | +3.1% | +9.7% | +11.9% |
| 3M | +2.1% | +3.3% | -1.2% | +1.1% |
| 6M | -11.5% | +6.6% | -18.0% | -12.9% |
| YTD | -47.9% | +12.3% | -60.3% | -49.4% |
| 1Y | -47.7% | +12.3% | -60.0% | -49.3% |
| 3Y | -34.0% | +50.4% | -84.4% | -40.7% |
| 5Y | -43.5% | +101.0% | -144.5% | -49.7% |
| All | -43.5% | +101.6% | -145.2% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling