-75.3%
NKE vs ABCL
-26.2%
-49.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | -1.6% | -3.3% | +1.7% | -1.2% |
| 30D | +7.6% | -7.1% | +14.7% | +8.0% |
| 3M | -6.9% | +4.7% | -11.6% | -8.3% |
| 6M | -8.5% | +140.9% | -149.4% | -20.3% |
| YTD | -38.8% | +236.0% | -274.8% | -49.7% |
| 1Y | -40.6% | +217.4% | -258.0% | -50.9% |
| 3Y | -60.9% | +188.7% | -249.6% | -69.3% |
| All | -75.3% | -26.2% | -49.1% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling