-34.4%
INTU vs ADP
+45.5%
-79.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.2% |
| 7D | -4.1% | +0.3% | -4.4% | -4.3% |
| 30D | +12.8% | +11.6% | +1.2% | +2.5% |
| 3M | +2.1% | +15.1% | -13.0% | -9.3% |
| 6M | -11.5% | +46.0% | -57.5% | -34.9% |
| YTD | -47.9% | +22.4% | -70.3% | -56.5% |
| 1Y | -47.7% | +24.5% | -72.2% | -56.8% |
| All | -34.4% | +45.5% | -79.8% | -50.9% |
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