-13.0%
NKE vs ALLY
+172.1%
-185.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -4.6% | -2.1% | -2.4% | -3.8% |
| 30D | +6.9% | +2.0% | +4.9% | +6.2% |
| 3M | -5.8% | -13.3% | +7.5% | -1.1% |
| 6M | -9.1% | -9.9% | +0.8% | -6.1% |
| YTD | -39.2% | -13.5% | -25.6% | -36.5% |
| 1Y | -39.2% | -2.8% | -36.4% | -39.2% |
| 3Y | -61.8% | +63.4% | -125.3% | -68.9% |
| 5Y | -75.5% | -10.9% | -64.7% | -76.4% |
| All | -13.0% | +172.1% | -185.1% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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