-75.5%
NKE vs AA
+5.3%
-80.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.8% | -1.2% |
| 7D | -5.5% | -5.4% | -0.2% | -4.7% |
| 30D | -10.4% | -10.7% | +0.3% | -9.0% |
| 3M | -15.8% | -26.2% | +10.4% | -12.1% |
| 6M | -33.4% | -20.9% | -12.5% | -32.3% |
| YTD | -41.0% | -8.6% | -32.4% | -42.0% |
| 1Y | -49.1% | +57.4% | -106.4% | -55.7% |
| 3Y | -59.8% | +77.8% | -137.6% | -67.7% |
| 5Y | -75.5% | +2.7% | -78.2% | -78.1% |
| All | -75.5% | +5.3% | -80.8% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling