-43.2%
INTU vs ADP
+49.5%
-92.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | -0.2% |
| 7D | +0.1% | +2.2% | -2.1% | -2.0% |
| 30D | +10.1% | +10.6% | -0.5% | +0.3% |
| 3M | -4.2% | +12.9% | -17.1% | -14.1% |
| 6M | -7.2% | +50.6% | -57.9% | -35.6% |
| YTD | -47.7% | +23.2% | -70.9% | -56.4% |
| 1Y | -46.7% | +25.3% | -72.0% | -56.3% |
| 3Y | -34.1% | +47.1% | -81.2% | -55.1% |
| All | -43.2% | +49.5% | -92.7% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling