+280.9%
NKE vs ACM
+230.8%
+50.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -2.0% | -3.7% | +1.7% | -0.7% |
| 30D | -8.6% | -11.1% | +2.5% | -5.2% |
| 3M | -11.0% | -8.0% | -3.0% | -9.0% |
| 6M | -33.2% | -29.7% | -3.6% | -25.5% |
| YTD | -38.1% | -29.4% | -8.8% | -31.4% |
| 1Y | -47.4% | -46.4% | -0.9% | -36.1% |
| 3Y | -59.8% | -22.3% | -37.4% | -57.4% |
| 5Y | -74.2% | +4.5% | -78.7% | -75.4% |
| 10Y | -23.5% | +127.6% | -151.1% | -46.6% |
| All | +280.9% | +230.8% | +50.1% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling