-48.0%
NKE vs ABCL
+159.4%
-207.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.8% |
| 7D | -2.3% | -2.7% | +0.4% | -2.2% |
| 30D | -10.4% | +18.3% | -28.7% | -11.5% |
| 3M | -15.5% | +108.5% | -124.0% | -20.9% |
| 6M | -32.6% | +213.9% | -246.6% | -40.5% |
| YTD | -39.8% | +223.1% | -262.9% | -47.7% |
| All | -48.0% | +159.4% | -207.4% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling