-24.0%
NKE vs AFL
+303.3%
-327.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -4.2% | -1.6% | -2.5% | -3.4% |
| 30D | -8.2% | -4.0% | -4.2% | -6.5% |
| 3M | -19.1% | -0.5% | -18.6% | -19.0% |
| 6M | -32.6% | +6.5% | -39.2% | -34.9% |
| YTD | -40.7% | +6.2% | -46.9% | -42.7% |
| 1Y | -48.9% | +8.3% | -57.1% | -51.1% |
| 3Y | -59.2% | +62.5% | -121.8% | -68.7% |
| 5Y | -75.3% | +136.2% | -211.5% | -84.3% |
| All | -24.0% | +303.3% | -327.3% | -62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling