-60.2%
NKE vs ALLY
+62.6%
-122.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.3% |
| 7D | +0.5% | -0.7% | +1.2% | +0.8% |
| 30D | +11.4% | +1.1% | +10.3% | +11.0% |
| 3M | -7.2% | -13.2% | +6.0% | -2.7% |
| 6M | -10.7% | -13.5% | +2.8% | -6.5% |
| YTD | -37.7% | -14.3% | -23.4% | -34.8% |
| 1Y | -34.3% | -1.1% | -33.2% | -34.6% |
| All | -60.2% | +62.6% | -122.8% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling