-31.7%
NKE vs ACN
+10.1%
-41.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.8% | +1.4% | +4.5% |
| 7D | +9.0% | +8.6% | +0.4% | +7.3% |
| 30D | +19.2% | +36.6% | -17.3% | +12.7% |
| 3M | -1.5% | +56.3% | -57.8% | -9.2% |
| 6M | -4.2% | +49.7% | -53.9% | -11.3% |
| YTD | -34.8% | +1.3% | -36.1% | -32.7% |
| 1Y | -31.7% | +11.9% | -43.6% | -32.6% |
| All | -31.7% | +10.1% | -41.8% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling