-69.0%
NKE vs ABCL
-79.6%
+10.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | +0.5% | +2.3% | -1.8% | +0.3% |
| 30D | +11.4% | -0.7% | +12.1% | +11.1% |
| 3M | -7.2% | +33.4% | -40.6% | -10.2% |
| 6M | -10.7% | +137.8% | -148.5% | -19.4% |
| YTD | -37.7% | +264.3% | -302.0% | -46.7% |
| 1Y | -34.3% | +209.2% | -243.5% | -42.9% |
| 3Y | -60.9% | +208.4% | -269.3% | -67.4% |
| 5Y | -74.8% | -11.9% | -62.9% | -77.4% |
| All | -69.0% | -79.6% | +10.6% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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