-47.0%
INTU vs ADM
+26.2%
-73.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.0% | -3.8% |
| 7D | +0.1% | -9.0% | +9.1% | -1.0% |
| 30D | +15.4% | -14.0% | +29.4% | +13.2% |
| 3M | +6.6% | -9.2% | +15.7% | +5.6% |
| 6M | -11.3% | -9.2% | -2.2% | -12.2% |
| YTD | -47.7% | +24.2% | -71.9% | -44.1% |
| All | -47.0% | +26.2% | -73.2% | -43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling