-69.7%
NKE vs ABCL
-81.0%
+11.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.2% |
| 7D | -4.6% | +4.4% | -9.0% | -4.9% |
| 30D | +6.9% | -7.9% | +14.7% | +7.3% |
| 3M | -5.8% | +12.2% | -18.0% | -7.5% |
| 6M | -9.1% | +134.7% | -143.8% | -18.0% |
| YTD | -39.2% | +239.8% | -278.9% | -47.6% |
| 1Y | -39.2% | +192.7% | -231.9% | -47.0% |
| 3Y | -61.8% | +187.6% | -249.5% | -68.0% |
| 5Y | -75.5% | -22.6% | -52.9% | -77.9% |
| All | -69.7% | -81.0% | +11.2% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling