-42.2%
INTU vs ADP
+47.3%
-89.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.5% | -2.6% |
| 7D | +0.1% | +3.2% | -3.1% | -2.8% |
| 30D | +15.4% | +14.9% | +0.5% | +1.5% |
| 3M | +6.6% | +11.6% | -5.0% | -3.3% |
| 6M | -11.3% | +48.5% | -59.8% | -37.5% |
| YTD | -47.7% | +20.6% | -68.3% | -55.6% |
| 1Y | -47.0% | +23.7% | -70.7% | -56.0% |
| 3Y | -29.9% | +47.8% | -77.7% | -52.6% |
| All | -42.2% | +47.3% | -89.6% | -62.1% |
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