-48.9%
NKE vs BAH
-24.0%
-24.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -4.2% | +4.3% | -8.4% | -4.7% |
| 30D | -8.2% | -2.5% | -5.7% | -7.9% |
| 3M | -19.1% | -0.9% | -18.1% | -19.3% |
| 6M | -32.6% | +1.5% | -34.1% | -33.2% |
| YTD | -40.7% | -8.0% | -32.7% | -40.8% |
| 1Y | -48.9% | -24.7% | -24.1% | -46.5% |
| All | -48.9% | -24.0% | -24.8% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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