-48.9%
NKE vs ADP
-5.6%
-43.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | -4.2% | -3.4% | -0.8% | -2.9% |
| 30D | -8.2% | -0.4% | -7.8% | -8.0% |
| 3M | -19.1% | +19.7% | -38.8% | -23.9% |
| 6M | -32.6% | +27.9% | -60.6% | -38.0% |
| YTD | -40.7% | +5.9% | -46.7% | -39.5% |
| 1Y | -48.9% | -7.5% | -41.4% | -47.2% |
| All | -48.9% | -5.6% | -43.3% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling