-59.4%
NKE vs ADP
+14.5%
-73.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -5.5% | -5.7% | +0.2% | -3.4% |
| 30D | -10.4% | -1.4% | -9.0% | -9.9% |
| 3M | -15.8% | +16.6% | -32.4% | -20.4% |
| 6M | -33.4% | +24.9% | -58.4% | -38.7% |
| YTD | -41.0% | +5.6% | -46.6% | -42.0% |
| 1Y | -49.1% | -6.0% | -43.0% | -47.7% |
| All | -59.4% | +14.5% | -73.9% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling