-24.0%
NKE vs ALM
+2,589.2%
-2,613.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.6% |
| 7D | -4.2% | -11.8% | +7.7% | -3.9% |
| 30D | -8.2% | +7.8% | -16.0% | -8.4% |
| 3M | -19.1% | -9.3% | -9.8% | -19.1% |
| 6M | -32.6% | -30.5% | -2.2% | -32.4% |
| YTD | -40.7% | +75.8% | -116.5% | -42.0% |
| 1Y | -48.9% | +241.2% | -290.0% | -51.0% |
| 3Y | -59.2% | +1,872.6% | -1,931.9% | -63.2% |
| 5Y | -75.3% | +849.6% | -924.9% | -77.5% |
| All | -24.0% | +2,589.2% | -2,613.2% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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