-50.7%
NKE vs ADVB
-88.9%
+38.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.1% | -2.0% |
| 7D | -5.5% | -5.9% | +0.3% | -5.5% |
| 30D | -10.4% | +13.9% | -24.3% | -10.4% |
| 3M | -15.8% | +127.3% | -143.1% | -16.6% |
| 6M | -33.4% | +77.0% | -110.4% | -34.0% |
| YTD | -41.0% | +51.5% | -92.5% | -41.3% |
| 1Y | -49.1% | -11.3% | -37.7% | -48.3% |
| All | -50.7% | -88.9% | +38.2% | -43.7% |
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