-31.7%
NKE vs ASX
+144.4%
-176.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.9% | +9.2% | +4.9% |
| 7D | +9.0% | -14.6% | +23.6% | +7.9% |
| 30D | +19.2% | -21.1% | +40.3% | +17.7% |
| 3M | -1.5% | -3.1% | +1.6% | -1.6% |
| 6M | -4.2% | +17.4% | -21.6% | -4.7% |
| YTD | -34.8% | +135.3% | -170.1% | -31.5% |
| 1Y | -31.7% | +146.5% | -178.2% | -26.9% |
| All | -31.7% | +144.4% | -176.1% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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