-74.9%
NKE vs ALK
-28.1%
-46.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.7% |
| 7D | -2.3% | -3.0% | +0.6% | -1.4% |
| 30D | -10.4% | -14.6% | +4.2% | -6.0% |
| 3M | -15.5% | -10.6% | -4.9% | -13.6% |
| 6M | -32.6% | -6.7% | -25.9% | -32.9% |
| YTD | -39.8% | -19.8% | -20.1% | -37.6% |
| 1Y | -47.6% | -35.2% | -12.4% | -41.8% |
| 3Y | -59.0% | +1.4% | -60.4% | -63.6% |
| 5Y | -74.9% | -30.7% | -44.3% | -75.6% |
| All | -74.9% | -28.1% | -46.8% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling