+1,389.4%
INTU vs ATI
+915.7%
+473.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.4% | -8.2% | -4.5% |
| 7D | +0.1% | +6.2% | -6.0% | -1.0% |
| 30D | +15.4% | -7.1% | +22.5% | +16.3% |
| 3M | +6.6% | -21.3% | +27.9% | +10.1% |
| 6M | -11.3% | +6.5% | -17.8% | -14.0% |
| YTD | -47.7% | +53.2% | -100.9% | -53.1% |
| 1Y | -47.0% | +82.7% | -129.7% | -54.0% |
| 3Y | -29.9% | +314.3% | -344.2% | -49.1% |
| 5Y | -42.2% | +890.9% | -933.1% | -64.9% |
| 10Y | +251.7% | +1,142.3% | -890.7% | +80.3% |
| All | +1,389.4% | +915.7% | +473.7% | +625.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling