-54.6%
NKE vs ACI
+25.9%
-80.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | -8.6% | +5.9% | -14.5% | -9.2% |
| 3M | -11.0% | -19.8% | +8.7% | -9.0% |
| 6M | -33.2% | -24.7% | -8.5% | -31.3% |
| YTD | -38.1% | -24.4% | -13.7% | -36.5% |
| 1Y | -47.4% | -31.5% | -15.9% | -45.3% |
| 3Y | -59.8% | -38.7% | -21.1% | -57.9% |
| 5Y | -74.2% | -42.8% | -31.4% | -73.2% |
| All | -54.6% | +25.9% | -80.5% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling