-59.4%
NKE vs ADM
+21.5%
-80.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -5.5% | +3.0% | -8.5% | -5.9% |
| 30D | -10.4% | +8.7% | -19.1% | -11.5% |
| 3M | -15.8% | +7.6% | -23.4% | -16.8% |
| 6M | -33.4% | +26.9% | -60.3% | -36.3% |
| YTD | -41.0% | +54.3% | -95.3% | -45.6% |
| 1Y | -49.1% | +45.7% | -94.7% | -52.6% |
| All | -59.4% | +21.5% | -80.9% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 3y: compounded portfolio wealth divided by compounded ADM 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…
3y analysis · Full analysis span regression · 6 months rolling