-34.1%
INTU vs ADP
+46.4%
-80.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | -0.1% |
| 7D | +0.1% | +2.2% | -2.1% | -1.9% |
| 30D | +10.1% | +10.6% | -0.5% | +0.8% |
| 3M | -4.2% | +12.9% | -17.1% | -13.6% |
| 6M | -7.2% | +50.6% | -57.9% | -33.4% |
| YTD | -47.7% | +23.2% | -70.9% | -56.5% |
| 1Y | -46.7% | +25.3% | -72.0% | -56.2% |
| 3Y | -34.1% | +47.1% | -81.2% | -51.0% |
| All | -34.1% | +46.4% | -80.5% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling