-8.4%
AAL vs NKE
-58.5%
+50.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | -0.3% | -0.1% | -0.3% | -0.3% |
| 30D | -19.0% | -7.7% | -11.3% | -16.4% |
| 3M | -5.1% | -10.9% | +5.9% | -0.6% |
| 6M | +15.5% | -31.9% | +47.3% | +33.9% |
| YTD | -15.8% | -38.6% | +22.8% | +2.2% |
| 1Y | -0.3% | -46.9% | +46.6% | +28.0% |
| All | -8.4% | -58.5% | +50.1% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling