+6,112.4%
NKE vs ADM
+1,906.3%
+4,206.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -0.1% | -0.1% | 0.0% | 0.0% |
| 30D | -7.7% | +11.0% | -18.7% | -10.3% |
| 3M | -10.9% | +6.0% | -16.9% | -12.7% |
| 6M | -31.9% | +26.9% | -58.8% | -36.7% |
| YTD | -38.6% | +50.0% | -88.6% | -45.5% |
| 1Y | -46.9% | +39.6% | -86.5% | -52.1% |
| 3Y | -58.2% | +18.5% | -76.7% | -61.5% |
| 5Y | -74.0% | +62.6% | -136.6% | -78.4% |
| 10Y | -21.6% | +162.4% | -184.0% | -43.6% |
| All | +6,112.4% | +1,906.3% | +4,206.1% | +1,928.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling