-42.2%
INTU vs ATI
+871.8%
-914.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.4% | -8.2% | -4.2% |
| 7D | +0.1% | +6.2% | -6.0% | -0.6% |
| 30D | +15.4% | -7.1% | +22.5% | +16.0% |
| 3M | +6.6% | -21.3% | +27.9% | +9.0% |
| 6M | -11.3% | +6.5% | -17.8% | -13.8% |
| YTD | -47.7% | +53.2% | -100.9% | -53.4% |
| 1Y | -47.0% | +82.7% | -129.7% | -54.6% |
| 3Y | -29.9% | +314.3% | -344.2% | -52.8% |
| All | -42.2% | +871.8% | -914.0% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 5y: compounded portfolio wealth divided by compounded ATI 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…
5y analysis · Full analysis span regression · 6 months rolling