+164.4%
ADM vs ROKU
+880.6%
-716.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +2.5% | -0.4% | +2.9% | +2.5% |
| 30D | +9.5% | +2.1% | +7.4% | +9.4% |
| 3M | +10.6% | +29.5% | -18.9% | +9.5% |
| 6M | +24.0% | +53.8% | -29.8% | +21.9% |
| YTD | +54.0% | +42.8% | +11.1% | +51.6% |
| 1Y | +45.3% | +60.7% | -15.4% | +42.4% |
| 3Y | +21.8% | +83.9% | -62.1% | +17.1% |
| 5Y | +66.8% | -52.8% | +119.6% | +64.6% |
| All | +164.4% | +880.6% | -716.2% | +135.7% |
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