+504.4%
INTU vs AR
-32.8%
+537.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.2% |
| 7D | +7.1% | -11.7% | +18.8% | +8.3% |
| 30D | +23.0% | +1.8% | +21.2% | +22.6% |
| 3M | +8.7% | +6.0% | +2.7% | +7.9% |
| 6M | -10.1% | -7.0% | -3.1% | -9.7% |
| YTD | -45.7% | +5.6% | -51.2% | -46.2% |
| 1Y | -45.1% | +10.8% | -55.9% | -45.9% |
| 3Y | -26.9% | +19.3% | -46.2% | -29.2% |
| 5Y | -40.0% | +73.3% | -113.3% | -43.9% |
| 10Y | +265.4% | +47.6% | +217.8% | +214.4% |
| All | +504.4% | -32.8% | +537.2% | +446.7% |
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 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