-58.6%
NKE vs AR
+44.6%
-103.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -2.3% | -1.2% | -1.1% | -2.3% |
| 30D | -10.4% | +5.5% | -15.9% | -10.6% |
| 3M | -15.5% | +12.9% | -28.3% | -16.0% |
| 6M | -32.6% | +0.1% | -32.7% | -32.6% |
| YTD | -39.8% | +13.5% | -53.3% | -40.4% |
| 1Y | -47.6% | +21.6% | -69.1% | -48.4% |
| All | -58.6% | +44.6% | -103.2% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling