-74.0%
NKE vs ALLE
+17.0%
-91.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -0.1% | +2.8% | -2.8% | -1.3% |
| 30D | -7.7% | -7.6% | 0.0% | -4.3% |
| 3M | -10.9% | +22.8% | -33.7% | -19.7% |
| 6M | -31.9% | +4.6% | -36.5% | -33.9% |
| YTD | -38.6% | -1.2% | -37.4% | -39.2% |
| 1Y | -46.9% | -9.1% | -37.8% | -45.3% |
| 3Y | -58.2% | +50.0% | -108.2% | -67.8% |
| 5Y | -74.0% | +15.2% | -89.3% | -78.1% |
| All | -74.0% | +17.0% | -91.0% | -78.1% |
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