-47.4%
NKE vs ADVB
+5.8%
-53.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -2.0% | -3.8% | +1.8% | -2.1% |
| 30D | -8.6% | +17.6% | -26.2% | -8.2% |
| 3M | -11.0% | +119.1% | -130.2% | -8.1% |
| 6M | -33.2% | +103.4% | -136.6% | -30.3% |
| YTD | -38.1% | +59.8% | -98.0% | -35.4% |
| 1Y | -47.4% | +8.5% | -55.9% | -45.8% |
| All | -47.4% | +5.8% | -53.2% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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