-75.3%
NKE vs ACM
+1.1%
-76.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.4% |
| 7D | -1.6% | +5.6% | -7.2% | -3.9% |
| 30D | +7.6% | +20.8% | -13.2% | -0.9% |
| 3M | -6.9% | +11.4% | -18.3% | -11.4% |
| 6M | -8.5% | +0.9% | -9.5% | -9.9% |
| YTD | -38.8% | -24.8% | -14.0% | -31.8% |
| 1Y | -40.6% | -46.4% | +5.9% | -21.1% |
| 3Y | -60.9% | -9.2% | -51.7% | -62.7% |
| All | -75.3% | +1.1% | -76.4% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling