-12.7%
NKE vs ACGL
+329.5%
-342.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.4% | -1.4% | -4.0% | -4.8% |
| 30D | +8.4% | +12.4% | -4.0% | +3.6% |
| 3M | -6.3% | +11.1% | -17.4% | -10.1% |
| 6M | -7.8% | +16.3% | -24.2% | -13.4% |
| YTD | -38.3% | +13.8% | -52.1% | -41.6% |
| 1Y | -37.3% | +20.4% | -57.7% | -42.0% |
| 3Y | -61.3% | +33.6% | -94.9% | -66.7% |
| 5Y | -74.8% | +176.8% | -251.7% | -84.9% |
| 10Y | -12.7% | +324.6% | -337.3% | -57.1% |
| All | -12.7% | +329.5% | -342.2% | -57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling