-24.0%
NKE vs AA
+122.9%
-146.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | -3.4% | -0.7% | -3.6% |
| 30D | -8.2% | -5.8% | -2.4% | -7.4% |
| 3M | -19.1% | -29.9% | +10.8% | -14.6% |
| 6M | -32.6% | -27.0% | -5.6% | -30.2% |
| YTD | -40.7% | -8.7% | -32.0% | -41.5% |
| 1Y | -48.9% | +50.6% | -99.5% | -54.7% |
| 3Y | -59.2% | +74.1% | -133.3% | -66.4% |
| 5Y | -75.3% | +2.6% | -77.9% | -78.6% |
| All | -24.0% | +122.9% | -146.9% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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