-31.7%
NKE vs AR
+14.7%
-46.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.3% | +11.5% | +4.5% |
| 7D | +9.0% | -11.1% | +20.1% | +7.7% |
| 30D | +19.2% | +7.9% | +11.3% | +20.0% |
| 3M | -1.5% | +4.9% | -6.3% | -1.0% |
| 6M | -4.2% | -5.3% | +1.1% | -3.8% |
| YTD | -34.8% | +8.6% | -43.4% | -33.2% |
| 1Y | -31.7% | +13.7% | -45.4% | -30.8% |
| All | -31.7% | +14.7% | -46.4% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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