+113.3%
ADM vs ROKU
+915.9%
-802.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -9.0% | +3.5% | -12.5% | -9.1% |
| 30D | -14.0% | +5.1% | -19.1% | -14.1% |
| 3M | -9.2% | +7.0% | -16.1% | -9.4% |
| 6M | -9.2% | +25.4% | -34.6% | -10.0% |
| YTD | +24.2% | +48.0% | -23.7% | +22.1% |
| 1Y | +27.0% | +53.1% | -26.2% | +24.6% |
| 3Y | +6.6% | +92.7% | -86.1% | +2.5% |
| 5Y | +25.0% | -42.4% | +67.4% | +22.5% |
| All | +113.3% | +915.9% | -802.6% | +89.9% |
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