-42.5%
INTU vs AS
+133.7%
-176.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | +7.1% | +7.1% | 0.0% | +6.1% |
| 30D | +23.0% | +12.8% | +10.2% | +20.8% |
| 3M | +8.7% | -14.7% | +23.4% | +11.0% |
| 6M | -10.1% | -9.9% | -0.2% | -9.2% |
| YTD | -45.7% | -16.1% | -29.5% | -44.7% |
| 1Y | -45.1% | +0.2% | -45.2% | -45.9% |
| All | -42.5% | +133.7% | -176.2% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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