-12.5%
NKE vs ALB
+32.4%
-44.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | -1.6% | -5.8% | +4.2% | -0.3% |
| 30D | +7.6% | -4.5% | +12.2% | +8.5% |
| 3M | -6.9% | -28.1% | +21.2% | -0.6% |
| 6M | -8.5% | -53.2% | +44.7% | +6.4% |
| YTD | -38.8% | -33.3% | -5.5% | -35.3% |
| 1Y | -40.6% | -17.4% | -23.1% | -40.4% |
| 3Y | -60.9% | -14.1% | -46.8% | -64.3% |
| 5Y | -75.4% | -64.0% | -11.3% | -73.2% |
| All | -12.5% | +32.4% | -44.8% | -39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling