-45.2%
INTU vs ADP
+20.3%
-65.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +0.9% | +0.6% |
| 7D | +8.7% | +6.4% | +2.3% | +1.5% |
| 30D | +25.9% | +16.6% | +9.2% | +6.3% |
| 3M | +10.7% | +12.9% | -2.2% | -2.8% |
| 6M | -11.6% | +45.7% | -57.2% | -40.0% |
| YTD | -45.4% | +20.6% | -66.1% | -54.2% |
| 1Y | -45.2% | +20.5% | -65.7% | -54.3% |
| All | -45.2% | +20.3% | -65.6% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling