-48.9%
NKE vs AGI
+9.2%
-58.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -4.2% | -2.7% | -1.4% | -4.0% |
| 30D | -8.2% | +7.2% | -15.4% | -8.7% |
| 3M | -19.1% | +4.3% | -23.3% | -19.4% |
| 6M | -32.6% | -27.1% | -5.5% | -31.9% |
| YTD | -40.7% | -6.6% | -34.1% | -40.9% |
| 1Y | -48.9% | +9.5% | -58.4% | -50.9% |
| All | -48.9% | +9.2% | -58.1% | -50.9% |
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