+321.3%
NKE vs AG
+439.9%
-118.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.7% |
| 7D | -0.1% | +4.5% | -4.5% | -0.3% |
| 30D | -7.7% | +12.9% | -20.5% | -8.4% |
| 3M | -10.9% | +20.9% | -31.9% | -12.2% |
| 6M | -31.9% | -19.5% | -12.3% | -31.4% |
| YTD | -38.6% | +24.8% | -63.4% | -40.2% |
| 1Y | -46.9% | +120.2% | -167.2% | -50.3% |
| 3Y | -58.2% | +279.0% | -337.2% | -62.9% |
| 5Y | -74.0% | +67.9% | -141.9% | -76.2% |
| 10Y | -21.6% | +57.5% | -79.0% | -31.5% |
| All | +321.3% | +439.9% | -118.6% | +152.4% |
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