+21.5%
ADM vs ROKU
+80.8%
-59.3%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.5% |
| 7D | +1.4% | -3.0% | +4.4% | +1.5% |
| 30D | +8.2% | +0.7% | +7.5% | +8.2% |
| 3M | +8.7% | +26.5% | -17.7% | +7.3% |
| 6M | +29.1% | +52.6% | -23.6% | +25.9% |
| YTD | +53.7% | +40.9% | +12.7% | +50.4% |
| 1Y | +43.2% | +57.6% | -14.4% | +39.1% |
| All | +21.5% | +80.8% | -59.3% | +13.0% |
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