+243.1%
INTU vs ADP
+318.0%
-74.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.5% | -2.7% |
| 7D | +0.1% | +3.2% | -3.1% | -2.4% |
| 30D | +15.4% | +14.9% | +0.5% | +3.2% |
| 3M | +6.6% | +11.6% | -5.0% | -2.1% |
| 6M | -11.3% | +48.5% | -59.8% | -34.8% |
| YTD | -47.7% | +20.6% | -68.3% | -54.5% |
| 1Y | -47.0% | +23.7% | -70.7% | -54.9% |
| 3Y | -29.9% | +47.8% | -77.7% | -49.0% |
| 5Y | -42.2% | +47.7% | -89.9% | -57.6% |
| All | +243.1% | +318.0% | -74.9% | +37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling