-31.7%
NKE vs ACGL
+28.7%
-60.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.7% | +2.5% | +4.1% |
| 7D | +9.0% | +8.0% | +1.0% | +5.9% |
| 30D | +19.2% | +17.3% | +1.9% | +12.6% |
| 3M | -1.5% | +11.2% | -12.7% | -5.4% |
| 6M | -4.2% | +18.2% | -22.4% | -9.4% |
| YTD | -34.8% | +15.4% | -50.2% | -37.7% |
| 1Y | -31.7% | +26.5% | -58.2% | -39.8% |
| All | -31.7% | +28.7% | -60.4% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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