-47.4%
NKE vs AGI
+17.6%
-65.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +1.0% | -0.8% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | -8.6% | +18.2% | -26.8% | -9.8% |
| 3M | -11.0% | -4.1% | -6.9% | -11.1% |
| 6M | -33.2% | -28.7% | -4.5% | -32.4% |
| YTD | -38.1% | -4.0% | -34.2% | -38.5% |
| 1Y | -47.4% | +17.4% | -64.8% | -49.0% |
| All | -47.4% | +17.6% | -65.0% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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