-62.1%
NKE vs AHR
+356.1%
-418.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -4.2% | -2.1% | -2.1% | -3.8% |
| 30D | -8.2% | +1.9% | -10.1% | -8.6% |
| 3M | -19.1% | +15.7% | -34.7% | -20.9% |
| 6M | -32.6% | +2.5% | -35.1% | -33.0% |
| YTD | -40.7% | +15.0% | -55.7% | -42.1% |
| 1Y | -48.9% | +28.1% | -77.0% | -51.5% |
| All | -62.1% | +356.1% | -418.2% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling