-24.0%
NKE vs ACM
+134.0%
-158.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -4.2% | -4.6% | +0.4% | -2.4% |
| 30D | -8.2% | +4.1% | -12.3% | -9.7% |
| 3M | -19.1% | -8.3% | -10.8% | -17.0% |
| 6M | -32.6% | -30.1% | -2.6% | -23.7% |
| YTD | -40.7% | -32.6% | -8.1% | -32.2% |
| 1Y | -48.9% | -49.6% | +0.7% | -34.7% |
| 3Y | -59.2% | -23.0% | -36.2% | -56.6% |
| 5Y | -75.3% | +2.0% | -77.3% | -76.5% |
| All | -24.0% | +134.0% | -158.0% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling