-42.8%
INTU vs AUR
-36.2%
-6.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | 0.0% |
| 7D | -9.2% | +0.2% | -9.3% | -9.2% |
| 30D | -7.0% | -8.9% | +1.9% | -6.3% |
| 3M | +10.5% | +4.6% | +5.9% | +8.8% |
| 6M | -30.6% | +44.9% | -75.4% | -35.5% |
| YTD | -52.3% | +64.8% | -117.2% | -56.7% |
| 1Y | -51.8% | +16.4% | -68.2% | -54.3% |
| 3Y | -41.8% | +85.1% | -126.9% | -55.1% |
| 5Y | -42.8% | -36.1% | -6.7% | -51.1% |
| All | -42.8% | -36.2% | -6.6% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling