-24.0%
NKE vs AR
+41.9%
-65.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.7% |
| 7D | -4.2% | -2.5% | -1.7% | -4.0% |
| 30D | -8.2% | +2.5% | -10.7% | -8.4% |
| 3M | -19.1% | +12.3% | -31.4% | -20.0% |
| 6M | -32.6% | -3.1% | -29.5% | -32.6% |
| YTD | -40.7% | +11.5% | -52.2% | -41.6% |
| 1Y | -48.9% | +17.0% | -65.9% | -49.9% |
| 3Y | -59.2% | +47.3% | -106.5% | -61.4% |
| 5Y | -75.3% | +141.2% | -216.6% | -77.8% |
| All | -24.0% | +41.9% | -65.9% | -33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling