-35.5%
RBLX vs ADM
+69.7%
-105.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +10.2% | -0.1% | +10.3% | +10.2% |
| 30D | +18.6% | +11.0% | +7.6% | +18.5% |
| 3M | +6.0% | +6.0% | 0.0% | +5.9% |
| 6M | -29.5% | +26.9% | -56.4% | -29.9% |
| YTD | -44.7% | +50.0% | -94.7% | -45.5% |
| 1Y | -65.1% | +39.6% | -104.7% | -65.5% |
| 3Y | +54.5% | +18.5% | +36.0% | +53.5% |
| 5Y | -46.3% | +62.6% | -108.9% | -39.8% |
| All | -35.5% | +69.7% | -105.2% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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