-74.8%
NKE vs ALK
-28.7%
-46.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -5.4% | +2.6% | -7.9% | -6.1% |
| 30D | +8.4% | +7.8% | +0.6% | +5.6% |
| 3M | -6.3% | -15.2% | +9.0% | -1.9% |
| 6M | -7.8% | +5.0% | -12.9% | -11.4% |
| YTD | -38.3% | -18.4% | -19.8% | -36.5% |
| 1Y | -37.3% | -2.4% | -34.9% | -39.9% |
| 3Y | -61.3% | +19.8% | -81.0% | -68.4% |
| 5Y | -74.8% | -27.8% | -47.1% | -75.4% |
| All | -74.8% | -28.7% | -46.2% | -75.4% |
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