+7.7%
AAL vs NKE
-33.0%
+40.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.2% | +1.1% | +4.4% |
| 7D | +8.3% | +9.0% | -0.6% | +5.1% |
| 30D | +6.2% | +19.2% | -13.0% | 0.0% |
| 3M | -17.7% | -1.5% | -16.2% | -17.6% |
| 6M | +15.4% | -4.2% | +19.6% | +16.8% |
| YTD | -11.1% | -34.8% | +23.7% | -1.4% |
| 1Y | +7.7% | -31.7% | +39.4% | +17.2% |
| All | +7.7% | -33.0% | +40.7% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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