+157.6%
ADM vs ROKU
+883.2%
-725.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -0.1% | -0.1% | +0.1% | -0.1% |
| 30D | +11.0% | +1.5% | +9.6% | +11.0% |
| 3M | +6.0% | +25.7% | -19.7% | +5.0% |
| 6M | +26.9% | +54.5% | -27.5% | +24.7% |
| YTD | +50.0% | +43.2% | +6.8% | +47.7% |
| 1Y | +39.6% | +56.3% | -16.7% | +36.9% |
| 3Y | +18.5% | +86.1% | -67.6% | +13.9% |
| 5Y | +62.6% | -53.6% | +116.2% | +60.5% |
| All | +157.6% | +883.2% | -725.5% | +129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling