+6,057.0%
NKE vs ALK
+773.0%
+5,283.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.4% | -0.3% |
| 7D | -4.6% | +0.9% | -5.5% | -4.8% |
| 30D | +6.9% | +3.3% | +3.6% | +5.9% |
| 3M | -5.8% | -17.6% | +11.8% | -1.9% |
| 6M | -9.1% | +0.8% | -9.9% | -10.5% |
| YTD | -39.2% | -22.4% | -16.8% | -37.1% |
| 1Y | -39.2% | -10.1% | -29.2% | -39.4% |
| 3Y | -61.8% | +14.0% | -75.8% | -65.0% |
| 5Y | -75.5% | -29.8% | -45.7% | -75.2% |
| 10Y | -14.0% | -44.8% | +30.8% | -15.5% |
| All | +6,057.0% | +773.0% | +5,283.9% | +2,192.4% |
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 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