-75.5%
NKE vs BAH
+1.2%
-76.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.8% | -6.8% | -2.8% |
| 7D | -5.5% | +2.4% | -8.0% | -6.0% |
| 30D | -10.4% | -2.9% | -7.5% | -10.0% |
| 3M | -15.8% | -1.3% | -14.5% | -15.9% |
| 6M | -33.4% | -0.9% | -32.5% | -33.8% |
| YTD | -41.0% | -8.2% | -32.8% | -40.7% |
| 1Y | -49.1% | -24.0% | -25.1% | -47.0% |
| 3Y | -59.8% | -28.1% | -31.7% | -59.2% |
| 5Y | -75.5% | +2.5% | -78.0% | -77.8% |
| All | -75.5% | +1.2% | -76.7% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling