-74.0%
NKE vs ABCL
-39.9%
-34.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.1% | +1.4% | -1.5% | -0.2% |
| 30D | -7.7% | +65.1% | -72.7% | -13.4% |
| 3M | -10.9% | +111.1% | -122.0% | -19.7% |
| 6M | -31.9% | +231.6% | -263.5% | -42.5% |
| YTD | -38.6% | +234.5% | -273.1% | -48.8% |
| 1Y | -46.9% | +174.3% | -221.3% | -54.9% |
| 3Y | -58.2% | +111.5% | -169.6% | -65.0% |
| 5Y | -74.0% | -37.3% | -36.7% | -76.3% |
| All | -74.0% | -39.9% | -34.1% | -76.3% |
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