-38.1%
INTU vs ADP
+16.9%
-55.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -1.6% |
| 7D | -7.1% | -3.4% | -3.7% | -4.3% |
| 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% | -37.5% |
| YTD | -49.3% | +9.6% | -58.9% | -53.2% |
| 1Y | -49.7% | -5.3% | -44.4% | -49.2% |
| All | -38.1% | +16.9% | -55.0% | -45.2% |
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