-47.4%
NKE vs AG
+125.2%
-172.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.9% |
| 7D | -2.0% | +1.0% | -3.0% | -2.1% |
| 30D | -8.6% | +19.2% | -27.8% | -9.5% |
| 3M | -11.0% | +6.2% | -17.2% | -11.6% |
| 6M | -33.2% | -26.7% | -6.5% | -32.7% |
| YTD | -38.1% | +26.1% | -64.3% | -39.3% |
| 1Y | -47.4% | +131.7% | -179.0% | -49.3% |
| All | -47.4% | +125.2% | -172.6% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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