-49.1%
NKE vs ASX
+257.2%
-306.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -2.1% |
| 7D | -5.5% | +6.5% | -12.0% | -5.3% |
| 30D | -10.4% | +3.1% | -13.6% | -10.3% |
| 3M | -15.8% | +17.4% | -33.2% | -16.4% |
| 6M | -33.4% | +85.4% | -118.9% | -34.5% |
| YTD | -41.0% | +150.1% | -191.1% | -41.6% |
| All | -49.1% | +257.2% | -306.3% | -52.8% |
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