-24.0%
NKE vs ACN
+97.5%
-121.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -1.2% |
| 7D | -4.2% | -1.5% | -2.7% | -3.5% |
| 30D | -8.2% | +2.1% | -10.3% | -9.3% |
| 3M | -19.1% | +11.1% | -30.2% | -25.0% |
| 6M | -32.6% | -6.8% | -25.8% | -32.2% |
| YTD | -40.7% | -30.0% | -10.7% | -30.7% |
| 1Y | -48.9% | -23.1% | -25.7% | -43.7% |
| 3Y | -59.2% | -40.4% | -18.8% | -49.9% |
| 5Y | -75.3% | -41.6% | -33.8% | -69.9% |
| All | -24.0% | +97.5% | -121.5% | -47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling