-48.8%
NKE vs ADVB
-88.8%
+40.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.8% |
| 7D | -0.1% | -14.0% | +13.9% | -0.1% |
| 30D | -7.7% | +41.0% | -48.6% | -7.6% |
| 3M | -10.9% | +127.9% | -138.9% | -11.8% |
| 6M | -31.9% | +101.3% | -133.2% | -32.8% |
| YTD | -38.6% | +53.8% | -92.4% | -38.9% |
| 1Y | -46.9% | +4.4% | -51.3% | -46.8% |
| All | -48.8% | -88.8% | +40.0% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling