-70.3%
NKE vs AUR
-35.7%
-34.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -4.2% | +1.4% | -5.6% | -4.3% |
| 30D | -8.2% | -6.4% | -1.8% | -7.8% |
| 3M | -19.1% | +7.7% | -26.8% | -20.0% |
| 6M | -32.6% | +44.5% | -77.1% | -35.7% |
| YTD | -40.7% | +67.4% | -108.2% | -44.3% |
| 1Y | -48.9% | +15.4% | -64.3% | -50.5% |
| 3Y | -59.2% | +94.8% | -154.1% | -65.5% |
| 5Y | -75.3% | -35.1% | -40.2% | -79.2% |
| All | -70.3% | -35.7% | -34.6% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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