-21.9%
NKE vs ALLE
+146.0%
-167.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -0.7% |
| 7D | -2.3% | -2.2% | -0.2% | -1.3% |
| 30D | -10.4% | -8.3% | -2.0% | -6.6% |
| 3M | -15.5% | +16.3% | -31.7% | -22.0% |
| 6M | -32.6% | +1.8% | -34.4% | -33.9% |
| YTD | -39.8% | -3.9% | -35.9% | -39.5% |
| 1Y | -47.6% | -10.0% | -37.6% | -45.7% |
| 3Y | -59.0% | +45.8% | -104.8% | -67.5% |
| 5Y | -74.9% | +13.3% | -88.2% | -77.9% |
| 10Y | -21.9% | +155.3% | -177.2% | -52.9% |
| All | -21.9% | +146.0% | -167.9% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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