+5,900.4%
NKE vs ADI
+37,783.4%
-31,882.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -0.5% |
| 7D | -4.2% | +4.6% | -8.7% | -5.1% |
| 30D | -8.2% | -1.2% | -7.0% | -8.1% |
| 3M | -19.1% | -7.8% | -11.3% | -18.2% |
| 6M | -32.6% | +19.3% | -52.0% | -35.8% |
| YTD | -40.7% | +40.9% | -81.6% | -45.5% |
| 1Y | -48.9% | +54.5% | -103.4% | -53.9% |
| 3Y | -59.2% | +123.4% | -182.7% | -66.4% |
| 5Y | -75.3% | +142.3% | -217.7% | -80.0% |
| 10Y | -23.1% | +664.1% | -687.2% | -50.0% |
| All | +5,900.4% | +37,783.4% | -31,882.9% | +1,255.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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