+113.1%
ADI vs ROKU
+82.2%
+30.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +1.3% | -2.6% | +4.0% | +1.9% |
| 30D | -6.0% | +2.1% | -8.1% | -6.4% |
| 3M | -7.7% | +31.8% | -39.5% | -14.0% |
| 6M | +14.0% | +53.3% | -39.3% | +2.0% |
| YTD | +34.4% | +42.1% | -7.7% | +21.9% |
| 1Y | +48.0% | +62.3% | -14.4% | +29.3% |
| All | +113.1% | +82.2% | +30.9% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling