-47.4%
NKE vs ALNY
-40.8%
-6.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | -2.0% | +12.2% | -14.2% | -3.7% |
| 30D | -8.6% | +16.3% | -24.9% | -10.6% |
| 3M | -11.0% | -12.4% | +1.3% | -10.5% |
| 6M | -33.2% | -18.7% | -14.5% | -32.2% |
| YTD | -38.1% | -33.1% | -5.1% | -37.0% |
| 1Y | -47.4% | -41.3% | -6.0% | -45.7% |
| All | -47.4% | -40.8% | -6.6% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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