-46.9%
NKE vs AS
-22.5%
-24.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | 0.0% |
| 7D | -0.1% | -2.6% | +2.6% | +0.6% |
| 30D | -7.7% | -22.1% | +14.5% | -1.2% |
| 3M | -10.9% | -15.3% | +4.4% | -6.8% |
| 6M | -31.9% | -15.6% | -16.3% | -28.8% |
| YTD | -38.6% | -23.2% | -15.4% | -34.7% |
| 1Y | -46.9% | -21.7% | -25.2% | -43.0% |
| All | -46.9% | -22.5% | -24.4% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling