-24.4%
NKE vs ALK
-37.3%
+12.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | -5.5% | -3.1% | -2.4% | -4.7% |
| 30D | -10.4% | -17.1% | +6.7% | -5.7% |
| 3M | -15.8% | -3.8% | -12.0% | -15.8% |
| 6M | -33.4% | -5.3% | -28.2% | -33.9% |
| YTD | -41.0% | -20.3% | -20.7% | -38.8% |
| 1Y | -49.1% | -36.0% | -13.1% | -44.0% |
| 3Y | -59.8% | +0.8% | -60.6% | -62.9% |
| 5Y | -75.5% | -28.5% | -47.0% | -75.5% |
| All | -24.4% | -37.3% | +12.9% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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