-74.7%
NKE vs AJG
+74.4%
-149.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | -4.2% | -8.3% | +4.1% | -1.0% |
| 30D | -8.2% | -5.7% | -2.5% | -6.1% |
| 3M | -19.1% | +9.1% | -28.2% | -21.8% |
| 6M | -32.6% | +15.2% | -47.8% | -36.5% |
| YTD | -40.7% | -6.3% | -34.4% | -39.5% |
| 1Y | -48.9% | -19.1% | -29.7% | -44.8% |
| 3Y | -59.2% | +8.2% | -67.5% | -64.3% |
| All | -74.7% | +74.4% | -149.1% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 5y: compounded portfolio wealth divided by compounded AJG 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…
5y analysis · Full analysis span regression · 6 months rolling