-14.9%
INTU vs AUR
-35.7%
+20.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.6% |
| 7D | -3.3% | +1.4% | -4.8% | -3.5% |
| 30D | -3.9% | -6.4% | +2.5% | -3.5% |
| 3M | +16.6% | +7.7% | +8.9% | +14.4% |
| 6M | -26.4% | +44.5% | -70.9% | -31.6% |
| YTD | -51.0% | +67.4% | -118.4% | -55.6% |
| 1Y | -50.8% | +15.4% | -66.2% | -53.2% |
| 3Y | -40.1% | +94.8% | -134.9% | -54.1% |
| 5Y | -41.2% | -35.1% | -6.1% | -49.7% |
| All | -14.9% | -35.7% | +20.8% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling