-46.3%
INTU vs AS
+120.4%
-166.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.6% | -6.9% | -3.9% |
| 7D | -7.1% | -4.9% | -2.2% | -6.4% |
| 30D | +1.5% | -19.6% | +21.1% | +4.6% |
| 3M | +10.7% | -14.4% | +25.0% | +12.9% |
| 6M | -23.8% | -20.1% | -3.7% | -21.8% |
| YTD | -49.3% | -20.9% | -28.4% | -47.9% |
| 1Y | -49.7% | -21.9% | -27.8% | -48.3% |
| All | -46.3% | +120.4% | -166.7% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling