+0.5%
AAL vs NKE
-48.9%
+49.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.1% |
| 7D | -0.9% | -4.2% | +3.3% | +0.5% |
| 30D | -12.9% | -8.2% | -4.7% | -10.4% |
| 3M | -11.2% | -19.1% | +7.9% | -4.8% |
| 6M | +17.8% | -32.6% | +50.5% | +30.7% |
| YTD | -15.1% | -40.7% | +25.6% | -1.9% |
| 1Y | +0.5% | -48.9% | +49.3% | +19.3% |
| All | +0.5% | -48.9% | +49.4% | +19.3% |
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