-74.7%
NKE vs AG
+63.6%
-138.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.7% |
| 7D | -4.2% | -6.7% | +2.6% | -3.6% |
| 30D | -8.2% | +2.2% | -10.4% | -8.5% |
| 3M | -19.1% | +15.7% | -34.8% | -20.4% |
| 6M | -32.6% | -23.8% | -8.8% | -31.8% |
| YTD | -40.7% | +17.6% | -58.3% | -42.6% |
| 1Y | -48.9% | +88.6% | -137.5% | -53.0% |
| 3Y | -59.2% | +253.4% | -312.7% | -66.4% |
| All | -74.7% | +63.6% | -138.4% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling