-75.3%
NKE vs ADM
+26.4%
-101.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.1% |
| 7D | -1.6% | +4.2% | -5.7% | -2.3% |
| 30D | +7.6% | -12.8% | +20.5% | +10.4% |
| 3M | -6.9% | -8.5% | +1.6% | -5.5% |
| 6M | -8.5% | -10.9% | +2.4% | -6.9% |
| YTD | -38.8% | +29.4% | -68.2% | -43.1% |
| 1Y | -40.6% | +27.5% | -68.1% | -44.6% |
| 3Y | -60.9% | +10.3% | -71.3% | -63.3% |
| All | -75.3% | +26.4% | -101.7% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling