+40.6%
ADM vs ROKU
+57.7%
-17.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.3% |
| 7D | +3.8% | -1.3% | +5.1% | +3.8% |
| 30D | +9.8% | +5.9% | +3.9% | +9.6% |
| 3M | +2.1% | +23.9% | -21.8% | +1.6% |
| 6M | +27.5% | +59.6% | -32.1% | +25.1% |
| YTD | +50.2% | +43.4% | +6.8% | +47.7% |
| 1Y | +40.6% | +60.2% | -19.6% | +35.5% |
| All | +40.6% | +57.7% | -17.1% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling