+14,280.4%
INTU vs ADM
+1,444.4%
+12,836.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.6% | -3.4% |
| 7D | -7.1% | +3.8% | -10.8% | -8.0% |
| 30D | +1.5% | +9.8% | -8.3% | -1.1% |
| 3M | +10.7% | +2.1% | +8.5% | +9.6% |
| 6M | -23.8% | +27.5% | -51.3% | -29.2% |
| YTD | -49.3% | +50.2% | -99.5% | -55.0% |
| 1Y | -49.7% | +40.6% | -90.2% | -54.7% |
| 3Y | -38.0% | +17.2% | -55.2% | -43.1% |
| 5Y | -38.7% | +61.9% | -100.6% | -49.4% |
| 10Y | +221.3% | +159.3% | +62.1% | +128.5% |
| All | +14,280.4% | +1,444.4% | +12,836.1% | +5,807.1% |
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