-31.7%
NKE vs ALB
+4.7%
-36.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.3% | -0.1% | +4.8% |
| 7D | +9.0% | -2.1% | +11.0% | +9.1% |
| 30D | +19.2% | -9.0% | +28.2% | +20.0% |
| 3M | -1.5% | -21.1% | +19.7% | +0.4% |
| 6M | -4.2% | -49.9% | +45.7% | +1.1% |
| YTD | -34.8% | -32.3% | -2.5% | -32.5% |
| 1Y | -31.7% | +8.6% | -40.3% | -33.7% |
| All | -31.7% | +4.7% | -36.4% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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