-74.9%
NKE vs ADP
+43.9%
-118.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.4% |
| 7D | -2.3% | -5.7% | +3.3% | +0.7% |
| 30D | -10.4% | -3.1% | -7.3% | -8.8% |
| 3M | -15.5% | +15.6% | -31.1% | -21.9% |
| 6M | -32.6% | +20.8% | -53.4% | -39.5% |
| YTD | -39.8% | +4.7% | -44.6% | -41.4% |
| 1Y | -47.6% | -8.3% | -39.3% | -45.0% |
| 3Y | -59.0% | +13.6% | -72.6% | -63.0% |
| 5Y | -74.9% | +45.0% | -120.0% | -80.9% |
| All | -74.9% | +43.9% | -118.8% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling