-75.5%
NKE vs ACI
-44.6%
-30.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -5.5% | -7.1% | +1.5% | -4.4% |
| 30D | -10.4% | -4.5% | -5.9% | -9.7% |
| 3M | -15.8% | -22.3% | +6.5% | -12.7% |
| 6M | -33.4% | -28.4% | -5.0% | -30.1% |
| YTD | -41.0% | -29.5% | -11.5% | -38.0% |
| 1Y | -49.1% | -34.2% | -14.8% | -45.9% |
| 3Y | -59.8% | -45.7% | -14.1% | -56.0% |
| 5Y | -75.5% | -40.8% | -34.7% | -74.5% |
| All | -75.5% | -44.6% | -30.9% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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