-34.1%
INTU vs ADM
+11.2%
-45.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.5% |
| 7D | +0.1% | +4.2% | -4.1% | +0.1% |
| 30D | +10.1% | -12.8% | +22.9% | +9.8% |
| 3M | -4.2% | -8.5% | +4.3% | -4.3% |
| 6M | -7.2% | -10.9% | +3.7% | -7.5% |
| YTD | -47.7% | +29.4% | -77.1% | -47.8% |
| 1Y | -46.7% | +27.5% | -74.2% | -46.8% |
| 3Y | -34.1% | +10.3% | -44.4% | -36.6% |
| All | -34.1% | +11.2% | -45.3% | -36.6% |
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