-61.5%
NKE vs AS
+104.6%
-166.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | -5.5% | -3.9% | -1.7% | -4.6% |
| 30D | -10.4% | -19.0% | +8.6% | -5.3% |
| 3M | -15.8% | -18.8% | +3.0% | -11.1% |
| 6M | -33.4% | -21.0% | -12.4% | -29.5% |
| YTD | -41.0% | -26.6% | -14.4% | -36.5% |
| 1Y | -49.1% | -25.3% | -23.7% | -45.6% |
| All | -61.5% | +104.6% | -166.1% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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