+48.9%
NKE vs ALM
+7,705.7%
-7,656.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.9% |
| 7D | -2.0% | -2.6% | +0.6% | -2.0% |
| 30D | -8.6% | +32.0% | -40.6% | -8.7% |
| 3M | -11.0% | -15.0% | +4.0% | -11.0% |
| 6M | -33.2% | -10.1% | -23.1% | -33.3% |
| YTD | -38.1% | +99.4% | -137.6% | -38.4% |
| 1Y | -47.4% | +316.4% | -363.7% | -47.7% |
| 3Y | -59.8% | +2,022.0% | -2,081.8% | -60.4% |
| 5Y | -74.2% | +941.2% | -1,015.4% | -74.6% |
| 10Y | -23.5% | +2,950.3% | -2,973.8% | -25.0% |
| All | +48.9% | +7,705.7% | -7,656.9% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling