-51.0%
NKE vs ALC
+16.1%
-67.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | -4.2% | -6.3% | +2.2% | -1.2% |
| 30D | -8.2% | -10.3% | +2.1% | -3.5% |
| 3M | -19.1% | -0.7% | -18.4% | -19.0% |
| 6M | -32.6% | -17.8% | -14.8% | -26.9% |
| YTD | -40.7% | -15.8% | -24.9% | -36.5% |
| 1Y | -48.9% | -16.7% | -32.1% | -45.1% |
| 3Y | -59.2% | -19.7% | -39.5% | -56.6% |
| 5Y | -75.3% | -19.8% | -55.6% | -74.4% |
| All | -51.0% | +16.1% | -67.2% | -61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling