+235.2%
INTU vs ADM
+127.5%
+107.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -4.1% | +0.7% | -4.8% | -4.3% |
| 30D | +12.8% | -14.7% | +27.5% | +17.9% |
| 3M | +2.1% | -10.4% | +12.5% | +5.0% |
| 6M | -11.5% | -10.9% | -0.5% | -9.2% |
| YTD | -47.9% | +26.0% | -73.9% | -52.5% |
| 1Y | -47.7% | +26.5% | -74.2% | -52.4% |
| 3Y | -34.0% | +8.2% | -42.2% | -38.9% |
| 5Y | -43.5% | +24.0% | -67.5% | -52.8% |
| All | +235.2% | +127.5% | +107.7% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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