+26.0%
NKE vs ALLY
+124.8%
-98.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.0% | +3.7% | -5.7% | -3.2% |
| 30D | -8.6% | -2.3% | -6.3% | -7.9% |
| 3M | -11.0% | +3.8% | -14.9% | -12.3% |
| 6M | -33.2% | +9.7% | -42.9% | -35.6% |
| YTD | -38.1% | -1.4% | -36.7% | -38.3% |
| 1Y | -47.4% | +8.2% | -55.6% | -49.2% |
| 3Y | -59.8% | +66.5% | -126.3% | -67.1% |
| 5Y | -74.2% | +1.2% | -75.4% | -76.2% |
| 10Y | -23.5% | +191.4% | -214.9% | -52.1% |
| All | +26.0% | +124.8% | -98.8% | -16.6% |
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