-74.7%
NKE vs AFL
+133.8%
-208.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -4.2% | -1.6% | -2.5% | -3.5% |
| 30D | -8.2% | -4.0% | -4.2% | -6.7% |
| 3M | -19.1% | -0.5% | -18.6% | -19.0% |
| 6M | -32.6% | +6.5% | -39.2% | -34.8% |
| YTD | -40.7% | +6.2% | -46.9% | -42.6% |
| 1Y | -48.9% | +8.3% | -57.1% | -51.0% |
| 3Y | -59.2% | +62.5% | -121.8% | -69.3% |
| All | -74.7% | +133.8% | -208.5% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling