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On the topic of ads on the web: can someone confirm they provide any positive ROI at all? Not once an ad was ever relevant, and I have clicked one maybe once or twice in my life.

Before the current shiny thing replaced it, a whole generation of tech labor was wasted on ad tech. 20 years in, if it wasn't worth the investment I'd hope all the data engineering and data science would have surfaced that.
Google made $35,000,000,000 on ads in Q1 2025. Do you think that's 35 billions accidents? Doubtful. The far more likely answer is that your propensity to click ads is not in line with most.
It helped me find mobile games that were fun.
i'm probably using an informal fallacy but if online advertisers earn hundreds of billions of dollars, someone must be finding some return on their investment.

i might be wrong, it might just be a huge grift, but i dont know how to come to that conclusion

My suspicion that is a huge grift ? This is what I want to find out. I know very little people in my social circle that used internet ads successfully for their business and very little that found them useful at all
I know some artisans who have had some success with very micro targeted Instagram ads

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