-47.4%
NKE vs ACN
-24.8%
-22.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.4% | -0.3% |
| 7D | -2.0% | -1.5% | -0.5% | -1.7% |
| 30D | -8.6% | +9.4% | -17.9% | -10.1% |
| 3M | -11.0% | +5.6% | -16.7% | -12.3% |
| 6M | -33.2% | -9.3% | -24.0% | -31.6% |
| YTD | -38.1% | -29.0% | -9.2% | -32.0% |
| 1Y | -47.4% | -24.7% | -22.7% | -44.0% |
| All | -47.4% | -24.8% | -22.6% | -44.0% |
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