-48.9%
NKE vs ACN
-22.8%
-26.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -0.2% |
| 7D | -4.2% | -1.5% | -2.7% | -3.9% |
| 30D | -8.2% | +2.1% | -10.3% | -8.6% |
| 3M | -19.1% | +11.1% | -30.2% | -21.3% |
| 6M | -32.6% | -6.8% | -25.8% | -31.5% |
| YTD | -40.7% | -30.0% | -10.7% | -34.3% |
| 1Y | -48.9% | -23.1% | -25.7% | -45.4% |
| All | -48.9% | -22.8% | -26.0% | -45.4% |
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