-48.9%
NKE vs ALB
+65.8%
-114.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.8% |
| 7D | -4.2% | -6.9% | +2.8% | -3.6% |
| 30D | -8.2% | -8.4% | +0.2% | -7.5% |
| 3M | -19.1% | -25.9% | +6.8% | -16.7% |
| 6M | -32.6% | -29.7% | -2.9% | -31.0% |
| YTD | -40.7% | -16.5% | -24.2% | -40.6% |
| 1Y | -48.9% | +58.7% | -107.6% | -53.0% |
| All | -48.9% | +65.8% | -114.7% | -53.0% |
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