-47.4%
NKE vs AFL
+11.7%
-59.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | -8.6% | -6.2% | -2.4% | -7.7% |
| 3M | -11.0% | +2.2% | -13.2% | -11.1% |
| 6M | -33.2% | +5.3% | -38.5% | -34.1% |
| YTD | -38.1% | +8.0% | -46.1% | -39.1% |
| 1Y | -47.4% | +10.2% | -57.6% | -48.0% |
| All | -47.4% | +11.7% | -59.0% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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