-15.6%
INTU vs AUR
-34.9%
+19.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.8% | -4.5% |
| 7D | -7.5% | +19.2% | -26.8% | -9.7% |
| 30D | -1.9% | -7.8% | +5.8% | -1.3% |
| 3M | +4.9% | +4.0% | +0.9% | +3.3% |
| 6M | -33.2% | +45.0% | -78.2% | -37.9% |
| YTD | -51.4% | +69.5% | -120.9% | -56.0% |
| 1Y | -52.0% | +13.0% | -65.0% | -54.3% |
| 3Y | -40.7% | +90.4% | -131.0% | -54.4% |
| 5Y | -41.7% | -34.2% | -7.5% | -50.2% |
| All | -15.6% | -34.9% | +19.3% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling