-24.0%
NKE vs ALNY
+260.0%
-284.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -4.2% | -6.5% | +2.4% | -3.4% |
| 30D | -8.2% | +11.0% | -19.2% | -9.3% |
| 3M | -19.1% | -14.1% | -5.0% | -18.3% |
| 6M | -32.6% | -22.4% | -10.2% | -31.3% |
| YTD | -40.7% | -37.5% | -3.2% | -38.2% |
| 1Y | -48.9% | -46.9% | -1.9% | -45.8% |
| 3Y | -59.2% | +22.1% | -81.3% | -61.4% |
| 5Y | -75.3% | +31.2% | -106.5% | -77.4% |
| All | -24.0% | +260.0% | -284.0% | -36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling