+26.9%
NKE vs ALLY
+95.5%
-68.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.1% |
| 3M | -7.2% | -13.2% | +6.0% | -2.8% |
| 6M | -10.7% | -13.5% | +2.8% | -6.6% |
| YTD | -37.7% | -14.3% | -23.4% | -34.9% |
| 1Y | -34.3% | -1.1% | -33.2% | -34.6% |
| 3Y | -60.9% | +62.0% | -122.9% | -67.7% |
| 5Y | -74.8% | -9.6% | -65.2% | -75.8% |
| 10Y | -11.2% | +176.0% | -187.2% | -42.9% |
| All | +26.9% | +95.5% | -68.6% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling