+481.7%
INTU vs AR
-33.4%
+515.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -2.9% | -3.7% |
| 7D | +0.1% | -14.3% | +14.4% | +1.5% |
| 30D | +15.4% | +1.4% | +14.0% | +15.1% |
| 3M | +6.6% | +3.4% | +3.2% | +6.0% |
| 6M | -11.3% | -2.1% | -9.2% | -11.3% |
| YTD | -47.7% | +4.7% | -52.4% | -48.1% |
| 1Y | -47.0% | +10.6% | -57.6% | -47.8% |
| 3Y | -29.9% | +24.6% | -54.5% | -32.4% |
| 5Y | -42.2% | +71.9% | -114.1% | -46.0% |
| 10Y | +251.7% | +46.4% | +205.3% | +202.8% |
| All | +481.7% | -33.4% | +515.0% | +426.5% |
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 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