-38.1%
INTU vs ADM
+17.6%
-55.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.6% | -3.4% |
| 7D | -7.1% | +3.8% | -10.8% | -7.0% |
| 30D | +1.5% | +9.8% | -8.3% | +1.6% |
| 3M | +10.7% | +2.1% | +8.5% | +10.7% |
| 6M | -23.8% | +27.5% | -51.3% | -23.6% |
| YTD | -49.3% | +50.2% | -99.5% | -49.3% |
| 1Y | -49.7% | +40.6% | -90.2% | -49.6% |
| All | -38.1% | +17.6% | -55.7% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling