-58.2%
NKE vs ACGL
+29.4%
-87.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.4% |
| 7D | -0.1% | -2.9% | +2.9% | +0.4% |
| 30D | -7.7% | -2.8% | -4.9% | -7.3% |
| 3M | -10.9% | +6.8% | -17.7% | -11.6% |
| 6M | -31.9% | -1.5% | -30.3% | -31.7% |
| YTD | -38.6% | -0.2% | -38.4% | -38.5% |
| 1Y | -46.9% | +5.3% | -52.2% | -47.2% |
| 3Y | -58.2% | +30.3% | -88.5% | -57.1% |
| All | -58.2% | +29.4% | -87.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling