-48.9%
NKE vs ALM
+247.3%
-296.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.6% |
| 7D | -4.2% | -11.8% | +7.7% | -4.0% |
| 30D | -8.2% | +7.8% | -16.0% | -8.3% |
| 3M | -19.1% | -9.3% | -9.8% | -18.9% |
| 6M | -32.6% | -30.5% | -2.2% | -32.3% |
| YTD | -40.7% | +75.8% | -116.5% | -41.1% |
| 1Y | -48.9% | +241.2% | -290.0% | -47.1% |
| All | -48.9% | +247.3% | -296.2% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling