-75.5%
NKE vs ALC
-19.4%
-56.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -0.7% |
| 7D | -5.5% | -7.7% | +2.1% | -2.2% |
| 30D | -10.4% | -11.7% | +1.2% | -5.3% |
| 3M | -15.8% | +0.7% | -16.5% | -16.2% |
| 6M | -33.4% | -17.1% | -16.3% | -28.2% |
| YTD | -41.0% | -15.1% | -25.9% | -37.1% |
| 1Y | -49.1% | -14.1% | -34.9% | -46.2% |
| 3Y | -59.8% | -18.2% | -41.6% | -57.7% |
| 5Y | -75.5% | -19.2% | -56.3% | -74.7% |
| All | -75.5% | -19.4% | -56.1% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling