-74.7%
NKE vs ADM
+65.2%
-140.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.2% | +2.5% | -6.7% | -4.6% |
| 30D | -8.2% | +9.5% | -17.7% | -9.9% |
| 3M | -19.1% | +10.6% | -29.7% | -21.0% |
| 6M | -32.6% | +24.0% | -56.7% | -36.1% |
| YTD | -40.7% | +54.0% | -94.7% | -46.6% |
| 1Y | -48.9% | +45.3% | -94.2% | -53.4% |
| 3Y | -59.2% | +21.8% | -81.0% | -62.1% |
| All | -74.7% | +65.2% | -140.0% | -78.1% |
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 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