-47.4%
NKE vs AHR
+33.1%
-80.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | -2.0% | -1.5% | -0.5% | -1.9% |
| 30D | -8.6% | -1.4% | -7.2% | -8.6% |
| 3M | -11.0% | +18.6% | -29.6% | -10.6% |
| 6M | -33.2% | +6.6% | -39.8% | -33.1% |
| YTD | -38.1% | +17.5% | -55.6% | -36.5% |
| 1Y | -47.4% | +30.9% | -78.2% | -48.5% |
| All | -47.4% | +33.1% | -80.4% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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