+14,729.7%
INTU vs ADM
+1,177.1%
+13,552.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.0% | -3.6% |
| 7D | +0.1% | -9.0% | +9.1% | +2.6% |
| 30D | +15.4% | -14.0% | +29.4% | +19.9% |
| 3M | +6.6% | -9.2% | +15.7% | +8.9% |
| 6M | -11.3% | -9.2% | -2.2% | -9.7% |
| YTD | -47.7% | +24.2% | -71.9% | -51.3% |
| 1Y | -47.0% | +27.0% | -74.0% | -51.1% |
| 3Y | -29.9% | +6.6% | -36.5% | -34.3% |
| 5Y | -42.2% | +25.0% | -67.2% | -48.9% |
| 10Y | +251.7% | +100.2% | +151.4% | +167.2% |
| All | +14,729.7% | +1,177.1% | +13,552.5% | +6,289.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling