+420.3%
ADI vs ROKU
+880.6%
-460.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.3% | +4.8% |
| 7D | +4.6% | -0.4% | +5.0% | +4.6% |
| 30D | -1.2% | +2.1% | -3.2% | -1.5% |
| 3M | -7.8% | +29.5% | -37.3% | -11.8% |
| 6M | +19.3% | +53.8% | -34.4% | +11.0% |
| YTD | +40.9% | +42.8% | -1.9% | +32.1% |
| 1Y | +54.5% | +60.7% | -6.2% | +41.9% |
| 3Y | +123.4% | +83.9% | +39.5% | +93.2% |
| 5Y | +142.3% | -52.8% | +195.1% | +129.0% |
| All | +420.3% | +880.6% | -460.3% | +313.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 10y: compounded portfolio wealth divided by compounded ROKU 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…
10y analysis · Full analysis span regression · 6 months rolling