+3,286.6%
NKE vs ALB
+2,835.3%
+451.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.5% | +0.1% |
| 7D | -2.0% | -8.1% | +6.1% | -0.1% |
| 30D | -8.6% | +6.3% | -14.8% | -10.1% |
| 3M | -11.0% | -23.6% | +12.5% | -5.9% |
| 6M | -33.2% | -24.6% | -8.6% | -30.0% |
| YTD | -38.1% | -10.3% | -27.9% | -38.4% |
| 1Y | -47.4% | +61.5% | -108.8% | -55.3% |
| 3Y | -59.8% | -34.0% | -25.8% | -60.4% |
| 5Y | -74.2% | -44.6% | -29.6% | -74.6% |
| 10Y | -23.5% | +76.1% | -99.6% | -48.7% |
| All | +3,286.6% | +2,835.3% | +451.4% | +1,197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling