-64.8%
AAL vs NKE
-22.6%
-42.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.0% |
| 7D | -0.9% | -4.2% | +3.3% | +1.5% |
| 30D | -12.9% | -8.2% | -4.7% | -8.8% |
| 3M | -11.2% | -19.1% | +7.9% | -0.6% |
| 6M | +17.8% | -32.6% | +50.5% | +44.6% |
| YTD | -15.1% | -40.7% | +25.6% | +12.1% |
| 1Y | +0.5% | -48.9% | +49.3% | +42.7% |
| 3Y | -7.7% | -59.2% | +51.6% | +40.2% |
| 5Y | -31.3% | -75.3% | +44.0% | +41.0% |
| All | -64.8% | -22.6% | -42.2% | -62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling