+464.0%
INTU vs AR
-27.2%
+491.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.3% |
| 7D | -7.1% | +2.5% | -9.6% | -7.3% |
| 30D | +1.5% | +14.8% | -13.3% | +0.1% |
| 3M | +10.7% | +6.2% | +4.4% | +9.9% |
| 6M | -23.8% | +4.3% | -28.1% | -24.2% |
| YTD | -49.3% | +14.4% | -63.7% | -50.0% |
| 1Y | -49.7% | +21.3% | -71.0% | -50.8% |
| 3Y | -38.0% | +39.8% | -77.8% | -40.8% |
| 5Y | -38.7% | +142.1% | -180.8% | -44.2% |
| 10Y | +221.3% | +52.0% | +169.3% | +175.8% |
| All | +464.0% | -27.2% | +491.3% | +407.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling