-60.9%
NKE vs BAH
-26.8%
-34.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -1.6% | +1.7% | -3.3% | -1.8% |
| 30D | +7.6% | +20.8% | -13.2% | +4.3% |
| 3M | -6.9% | +11.6% | -18.4% | -8.7% |
| 6M | -8.5% | +23.1% | -31.6% | -11.8% |
| YTD | -38.8% | +5.3% | -44.1% | -40.0% |
| 1Y | -40.6% | +6.1% | -46.7% | -41.9% |
| 3Y | -60.9% | -27.5% | -33.4% | -60.0% |
| All | -60.9% | -26.8% | -34.1% | -60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling