-12.5%
NKE vs AR
+57.4%
-69.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.6% | +7.4% | -8.9% | -2.2% |
| 30D | +7.6% | +5.8% | +1.9% | +7.0% |
| 3M | -6.9% | +5.2% | -12.1% | -7.4% |
| 6M | -8.5% | +5.4% | -14.0% | -9.3% |
| YTD | -38.8% | +12.4% | -51.2% | -39.8% |
| 1Y | -40.6% | +12.8% | -53.4% | -41.6% |
| 3Y | -60.9% | +47.2% | -108.1% | -63.0% |
| 5Y | -75.4% | +101.1% | -176.5% | -77.6% |
| All | -12.5% | +57.4% | -69.8% | -23.1% |
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