+5,871.1%
NKE vs AFL
+18,431.1%
-12,560.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -5.5% | -3.3% | -2.3% | -4.6% |
| 30D | -10.4% | -5.0% | -5.5% | -9.2% |
| 3M | -15.8% | -1.8% | -14.1% | -15.5% |
| 6M | -33.4% | +4.8% | -38.3% | -34.5% |
| YTD | -41.0% | +5.4% | -46.4% | -42.1% |
| 1Y | -49.1% | +9.0% | -58.0% | -50.5% |
| 3Y | -59.8% | +63.0% | -122.8% | -65.5% |
| 5Y | -75.5% | +134.5% | -210.0% | -81.1% |
| 10Y | -23.5% | +298.6% | -322.0% | -49.9% |
| All | +5,871.1% | +18,431.1% | -12,560.0% | +988.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling