+829.8%
NKE vs AU
+755.5%
+74.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.6% |
| 3M | -19.1% | +26.3% | -45.4% | -20.3% |
| 6M | -32.6% | +1.8% | -34.4% | -33.1% |
| YTD | -40.7% | +26.8% | -67.5% | -42.0% |
| 1Y | -48.9% | +66.7% | -115.5% | -50.8% |
| 3Y | -59.2% | +579.1% | -638.3% | -64.5% |
| 5Y | -75.3% | +689.3% | -764.7% | -78.9% |
| 10Y | -23.1% | +686.6% | -709.7% | -36.3% |
| All | +829.8% | +755.5% | +74.3% | +558.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling