-48.0%
NKE vs ADVB
-97.4%
+49.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -6.0% | -3.0% |
| 7D | +0.5% | -4.1% | +4.6% | +0.5% |
| 30D | +11.4% | -60.3% | +71.7% | +11.2% |
| 3M | -7.2% | -73.3% | +66.1% | -7.4% |
| 6M | -10.7% | -65.9% | +55.2% | -11.1% |
| YTD | -37.7% | -63.9% | +26.2% | -38.1% |
| 1Y | -34.3% | -74.1% | +39.8% | -33.7% |
| All | -48.0% | -97.4% | +49.4% | -40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling