-42.6%
INTU vs AU
+707.7%
-750.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -8.5% | +0.6% | -9.1% | -8.5% |
| 30D | -6.1% | +12.3% | -18.4% | -6.8% |
| 3M | +7.3% | +29.4% | -22.0% | +5.5% |
| 6M | -33.2% | +3.2% | -36.4% | -33.6% |
| YTD | -52.2% | +31.8% | -84.0% | -53.9% |
| 1Y | -52.7% | +83.4% | -136.1% | -56.3% |
| 3Y | -41.6% | +623.1% | -664.7% | -55.5% |
| All | -42.6% | +707.7% | -750.3% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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