+224.6%
INTU vs ADP
+282.8%
-58.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -1.7% |
| 7D | -7.1% | -3.4% | -3.7% | -4.4% |
| 30D | +1.5% | +2.8% | -1.3% | -0.6% |
| 3M | +10.7% | +20.9% | -10.3% | -4.6% |
| 6M | -23.8% | +29.9% | -53.7% | -37.8% |
| YTD | -49.3% | +9.6% | -58.9% | -52.5% |
| 1Y | -49.7% | -5.3% | -44.4% | -47.3% |
| 3Y | -38.0% | +16.5% | -54.5% | -45.7% |
| 5Y | -38.7% | +49.4% | -88.1% | -55.1% |
| All | +224.6% | +282.8% | -58.3% | +40.0% |
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