-70.6%
NKE vs ABCL
-82.9%
+12.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.4% | -1.5% |
| 7D | -5.5% | -9.6% | +4.0% | -4.7% |
| 30D | -10.4% | +7.2% | -17.6% | -11.3% |
| 3M | -15.8% | +105.5% | -121.3% | -22.4% |
| 6M | -33.4% | +193.0% | -226.4% | -41.2% |
| YTD | -41.0% | +205.8% | -246.9% | -48.5% |
| 1Y | -49.1% | +144.4% | -193.4% | -54.7% |
| 3Y | -59.8% | +93.3% | -153.1% | -64.9% |
| 5Y | -75.5% | -44.9% | -30.5% | -77.5% |
| All | -70.6% | -82.9% | +12.2% | -73.6% |
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