-74.8%
NKE vs AR
+98.1%
-172.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | -5.4% | +2.1% | -7.4% | -5.6% |
| 30D | +8.4% | +4.5% | +3.9% | +7.7% |
| 3M | -6.3% | +1.0% | -7.3% | -6.6% |
| 6M | -7.8% | +4.4% | -12.3% | -8.8% |
| YTD | -38.3% | +10.9% | -49.1% | -39.6% |
| 1Y | -37.3% | +8.6% | -45.9% | -38.7% |
| 3Y | -61.3% | +48.5% | -109.8% | -64.8% |
| 5Y | -74.8% | +95.7% | -170.6% | -78.4% |
| All | -74.8% | +98.1% | -172.9% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling