+320.1%
NKE vs AG
+255.2%
+64.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.8% |
| 7D | -1.6% | -10.0% | +8.4% | -0.9% |
| 30D | +7.6% | -10.5% | +18.1% | +8.3% |
| 3M | -6.9% | -27.3% | +20.4% | -5.3% |
| 6M | -8.5% | -43.0% | +34.5% | -5.9% |
| YTD | -38.8% | -17.9% | -20.9% | -38.9% |
| 1Y | -40.6% | +11.9% | -52.5% | -41.9% |
| 3Y | -60.9% | +201.8% | -262.7% | -64.9% |
| 5Y | -75.4% | -0.1% | -75.3% | -76.8% |
| 10Y | -13.5% | +72.7% | -86.2% | -24.7% |
| All | +320.1% | +255.2% | +64.9% | +157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling