+773.5%
NKE vs ACN
+1,631.2%
-857.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +0.7% |
| 7D | -0.1% | -4.8% | +4.8% | +1.7% |
| 30D | -7.7% | +1.9% | -9.5% | -8.4% |
| 3M | -10.9% | +3.9% | -14.8% | -13.6% |
| 6M | -31.9% | -15.0% | -16.8% | -29.4% |
| YTD | -38.6% | -31.9% | -6.7% | -31.4% |
| 1Y | -46.9% | -28.5% | -18.4% | -41.9% |
| 3Y | -58.2% | -41.9% | -16.3% | -51.4% |
| 5Y | -74.0% | -42.9% | -31.2% | -69.7% |
| 10Y | -21.6% | +88.7% | -110.3% | -37.4% |
| All | +773.5% | +1,631.2% | -857.7% | +296.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling