-49.2%
NKE vs ADVB
-95.9%
+46.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +42.7% | -44.1% | -1.2% |
| 7D | -4.6% | +74.2% | -78.8% | -4.2% |
| 30D | +6.9% | -35.9% | +42.7% | +7.0% |
| 3M | -5.8% | -56.4% | +50.6% | -5.7% |
| 6M | -9.1% | -36.7% | +27.6% | -9.5% |
| YTD | -39.2% | -43.3% | +4.2% | -39.4% |
| 1Y | -39.2% | -63.4% | +24.1% | -38.1% |
| All | -49.2% | -95.9% | +46.7% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling