-42.2%
INTU vs ADM
+24.5%
-66.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.0% | -3.7% |
| 7D | +0.1% | -9.0% | +9.1% | +1.0% |
| 30D | +15.4% | -14.0% | +29.4% | +17.1% |
| 3M | +6.6% | -9.2% | +15.7% | +7.5% |
| 6M | -11.3% | -9.2% | -2.2% | -10.7% |
| YTD | -47.7% | +24.2% | -71.9% | -49.5% |
| 1Y | -47.0% | +27.0% | -74.0% | -49.1% |
| 3Y | -29.9% | +6.6% | -36.5% | -31.8% |
| All | -42.2% | +24.5% | -66.7% | -43.3% |
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