-60.9%
NKE vs ACM
-9.1%
-51.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.4% |
| 7D | -1.6% | +5.6% | -7.2% | -3.4% |
| 30D | +7.6% | +20.8% | -13.2% | +1.0% |
| 3M | -6.9% | +11.4% | -18.3% | -10.3% |
| 6M | -8.5% | +0.9% | -9.5% | -9.6% |
| YTD | -38.8% | -24.8% | -14.0% | -33.3% |
| 1Y | -40.6% | -46.4% | +5.9% | -25.0% |
| 3Y | -60.9% | -9.2% | -51.7% | -61.2% |
| All | -60.9% | -9.1% | -51.8% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling