-43.2%
INTU vs ADM
+26.4%
-69.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.2% |
| 7D | +0.1% | +4.2% | -4.1% | -0.4% |
| 30D | +10.1% | -12.8% | +22.9% | +11.5% |
| 3M | -4.2% | -8.5% | +4.3% | -3.5% |
| 6M | -7.2% | -10.9% | +3.7% | -6.4% |
| YTD | -47.7% | +29.4% | -77.1% | -49.7% |
| 1Y | -46.7% | +27.5% | -74.2% | -48.7% |
| 3Y | -34.1% | +10.3% | -44.4% | -35.9% |
| All | -43.2% | +26.4% | -69.6% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling