-48.9%
NKE vs AU
+72.0%
-120.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -4.2% | -4.3% | +0.1% | -3.9% |
| 30D | -8.2% | +7.3% | -15.5% | -8.7% |
| 3M | -19.1% | +26.3% | -45.4% | -20.3% |
| 6M | -32.6% | +1.8% | -34.4% | -33.4% |
| YTD | -40.7% | +26.8% | -67.5% | -42.6% |
| 1Y | -48.9% | +66.7% | -115.5% | -52.9% |
| All | -48.9% | +72.0% | -120.8% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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