-31.7%
NKE vs ALC
+4.2%
-35.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.8% | -1.6% | +2.6% |
| 7D | +9.0% | +10.7% | -1.7% | +4.9% |
| 30D | +19.2% | +20.2% | -0.9% | +11.4% |
| 3M | -1.5% | +8.9% | -10.4% | -4.8% |
| 6M | -4.2% | +5.7% | -9.9% | -7.6% |
| YTD | -34.8% | -1.4% | -33.3% | -35.2% |
| 1Y | -31.7% | +4.7% | -36.4% | -35.0% |
| All | -31.7% | +4.2% | -35.9% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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