-61.1%
NKE vs ALB
-13.2%
-47.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -4.6% | -3.6% | -1.0% | -4.0% |
| 30D | +6.9% | -2.9% | +9.7% | +7.2% |
| 3M | -5.8% | -25.8% | +20.0% | -1.8% |
| 6M | -9.1% | -53.6% | +44.5% | +1.4% |
| YTD | -39.2% | -32.4% | -6.8% | -37.0% |
| 1Y | -39.2% | -13.0% | -26.2% | -39.9% |
| All | -61.1% | -13.2% | -47.9% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling