+6,161.3%
NKE vs ADP
+11,097.1%
-4,935.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | 0.0% |
| 7D | -2.0% | -3.4% | +1.4% | -0.4% |
| 30D | -8.6% | +2.8% | -11.4% | -9.7% |
| 3M | -11.0% | +20.9% | -32.0% | -18.7% |
| 6M | -33.2% | +29.9% | -63.1% | -41.4% |
| YTD | -38.1% | +9.6% | -47.8% | -41.3% |
| 1Y | -47.4% | -5.3% | -42.1% | -46.6% |
| 3Y | -59.8% | +16.5% | -76.3% | -63.4% |
| 5Y | -74.2% | +49.4% | -123.6% | -79.1% |
| 10Y | -23.5% | +282.2% | -305.7% | -60.5% |
| All | +6,161.3% | +11,097.1% | -4,935.8% | +553.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling