+644.1%
NKE vs AGI
+5,307.1%
-4,663.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -4.2% | -2.7% | -1.4% | -4.1% |
| 30D | -8.2% | +7.2% | -15.4% | -8.3% |
| 3M | -19.1% | +4.3% | -23.3% | -19.2% |
| 6M | -32.6% | -27.1% | -5.5% | -32.3% |
| YTD | -40.7% | -6.6% | -34.1% | -40.8% |
| 1Y | -48.9% | +9.5% | -58.4% | -49.1% |
| 3Y | -59.2% | +208.4% | -267.7% | -60.4% |
| 5Y | -75.3% | +401.6% | -477.0% | -76.3% |
| 10Y | -23.1% | +387.3% | -410.4% | -26.4% |
| All | +644.1% | +5,307.1% | -4,663.0% | +558.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling