-75.5%
NKE vs ALM
+856.4%
-931.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.6% | +7.6% | -1.6% |
| 7D | -5.5% | -7.1% | +1.6% | -5.3% |
| 30D | -10.4% | +24.7% | -35.1% | -11.2% |
| 3M | -15.8% | +8.3% | -24.1% | -16.3% |
| 6M | -33.4% | -22.2% | -11.2% | -33.3% |
| YTD | -41.0% | +88.1% | -129.1% | -43.0% |
| 1Y | -49.1% | +272.4% | -321.4% | -52.4% |
| 3Y | -59.8% | +2,004.1% | -2,063.9% | -66.3% |
| 5Y | -75.5% | +915.8% | -991.3% | -78.9% |
| All | -75.5% | +856.4% | -931.9% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling