+1,344.3%
INTU vs ATI
+1,117.2%
+227.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.4% | -3.9% |
| 7D | -7.1% | -0.1% | -7.0% | -7.1% |
| 30D | +1.5% | +2.7% | -1.2% | +0.7% |
| 3M | +10.7% | +16.3% | -5.7% | +6.8% |
| 6M | -23.8% | +30.2% | -54.0% | -28.7% |
| YTD | -49.3% | +83.6% | -132.9% | -55.6% |
| 1Y | -49.7% | +173.0% | -222.7% | -59.2% |
| 3Y | -38.0% | +356.6% | -394.7% | -55.5% |
| 5Y | -38.7% | +1,074.2% | -1,112.9% | -63.7% |
| 10Y | +221.3% | +1,136.2% | -914.9% | +65.4% |
| All | +1,344.3% | +1,117.2% | +227.1% | +586.1% |
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