-47.5%
INTU vs ADP
+22.7%
-70.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.5% |
| 7D | -3.9% | +1.1% | -5.0% | -5.1% |
| 30D | +11.7% | +11.5% | +0.2% | -1.0% |
| 3M | +4.5% | +12.0% | -7.6% | -7.6% |
| 6M | -13.9% | +43.8% | -57.7% | -41.2% |
| YTD | -48.2% | +20.1% | -68.3% | -55.7% |
| All | -47.5% | +22.7% | -70.2% | -56.5% |
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