+6,148.3%
NKE vs ALK
+817.3%
+5,331.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -5.4% | +2.6% | -7.9% | -5.9% |
| 30D | +8.4% | +7.8% | +0.6% | +6.4% |
| 3M | -6.3% | -15.2% | +9.0% | -3.0% |
| 6M | -7.8% | +5.0% | -12.9% | -10.1% |
| YTD | -38.3% | -18.4% | -19.8% | -36.9% |
| 1Y | -37.3% | -2.4% | -34.9% | -38.7% |
| 3Y | -61.3% | +19.8% | -81.0% | -64.9% |
| 5Y | -74.8% | -27.8% | -47.1% | -74.7% |
| 10Y | -12.7% | -42.0% | +29.2% | -15.2% |
| All | +6,148.3% | +817.3% | +5,331.0% | +2,200.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling