+1,715.6%
NKE vs ACGL
+4,943.5%
-3,227.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -4.6% | -1.2% | -3.3% | -4.3% |
| 30D | +6.9% | +12.8% | -5.9% | +3.9% |
| 3M | -5.8% | +12.3% | -18.1% | -8.4% |
| 6M | -9.1% | +15.8% | -24.9% | -12.4% |
| YTD | -39.2% | +13.9% | -53.1% | -41.2% |
| 1Y | -39.2% | +19.0% | -58.3% | -41.9% |
| 3Y | -61.8% | +33.7% | -95.5% | -65.0% |
| 5Y | -75.5% | +173.4% | -248.9% | -81.3% |
| 10Y | -14.0% | +324.9% | -338.8% | -41.2% |
| All | +1,715.6% | +4,943.5% | -3,227.9% | +867.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling