-35.9%
AAL vs NKE
-75.2%
+39.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.2% |
| 7D | -1.3% | -2.3% | +1.0% | -0.1% |
| 30D | -13.7% | -10.4% | -3.4% | -8.9% |
| 3M | -8.2% | -15.5% | +7.3% | -0.3% |
| 6M | +13.1% | -32.6% | +45.7% | +36.5% |
| YTD | -15.6% | -39.8% | +24.2% | +8.3% |
| 1Y | +1.4% | -47.6% | +49.0% | +38.5% |
| 3Y | -7.4% | -59.0% | +51.6% | +34.2% |
| 5Y | -35.9% | -74.9% | +39.0% | +21.9% |
| All | -35.9% | -75.2% | +39.3% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling