-74.8%
NKE vs ALLE
+54.3%
-129.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | -5.4% | -0.8% | -4.5% | -5.0% |
| 30D | +8.4% | +27.4% | -19.0% | -3.2% |
| 3M | -6.3% | +13.8% | -20.1% | -11.9% |
| 6M | -7.8% | +45.5% | -53.3% | -23.4% |
| YTD | -38.3% | +21.4% | -59.7% | -44.5% |
| 1Y | -37.3% | +15.4% | -52.7% | -42.2% |
| 3Y | -61.3% | +91.7% | -153.0% | -73.7% |
| 5Y | -74.8% | +54.5% | -129.4% | -81.3% |
| All | -74.8% | +54.3% | -129.1% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling