-75.5%
NKE vs ACN
-43.7%
-31.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.5% |
| 7D | -5.5% | -7.9% | +2.3% | -2.3% |
| 30D | -10.4% | -1.1% | -9.4% | -10.1% |
| 3M | -15.8% | +5.6% | -21.4% | -19.1% |
| 6M | -33.4% | -9.9% | -23.5% | -31.5% |
| YTD | -41.0% | -32.3% | -8.7% | -30.2% |
| 1Y | -49.1% | -25.3% | -23.7% | -43.2% |
| 3Y | -59.8% | -42.3% | -17.5% | -50.6% |
| 5Y | -75.5% | -43.5% | -32.0% | -71.0% |
| All | -75.5% | -43.7% | -31.7% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling