+276.9%
NKE vs ACM
+252.1%
+24.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.9% |
| 3M | -6.9% | +11.4% | -18.3% | -10.4% |
| 6M | -8.5% | +0.9% | -9.5% | -9.5% |
| YTD | -38.8% | -24.8% | -14.0% | -33.7% |
| 1Y | -40.6% | -46.4% | +5.9% | -27.9% |
| 3Y | -60.9% | -9.2% | -51.7% | -60.7% |
| 5Y | -75.4% | +5.0% | -80.4% | -76.5% |
| 10Y | -13.5% | +130.6% | -144.0% | -39.8% |
| All | +276.9% | +252.1% | +24.8% | +91.6% |
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