-74.9%
NKE vs ALB
-43.9%
-31.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -1.4% |
| 7D | -2.3% | -8.6% | +6.3% | -0.7% |
| 30D | -10.4% | -4.0% | -6.3% | -9.8% |
| 3M | -15.5% | -17.4% | +1.9% | -12.7% |
| 6M | -32.6% | -25.4% | -7.3% | -29.8% |
| YTD | -39.8% | -10.5% | -29.3% | -40.1% |
| 1Y | -47.6% | +75.8% | -123.4% | -55.5% |
| 3Y | -59.0% | -28.5% | -30.5% | -60.1% |
| 5Y | -74.9% | -45.1% | -29.8% | -75.3% |
| All | -74.9% | -43.9% | -31.1% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling