-74.8%
NKE vs ACGL
+173.1%
-248.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -3.3% |
| 7D | +0.5% | +1.3% | -0.8% | +0.2% |
| 30D | +11.4% | +14.2% | -2.8% | +7.3% |
| 3M | -7.2% | +11.1% | -18.3% | -9.9% |
| 6M | -10.7% | +16.4% | -27.0% | -14.5% |
| YTD | -37.7% | +13.8% | -51.5% | -40.1% |
| 1Y | -34.3% | +21.6% | -55.9% | -38.0% |
| 3Y | -60.9% | +33.5% | -94.5% | -65.0% |
| 5Y | -74.8% | +174.8% | -249.7% | -84.6% |
| All | -74.8% | +173.1% | -248.0% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling