+130.9%
NKE vs BAH
+876.9%
-745.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.6% |
| 7D | -0.1% | -4.3% | +4.3% | +1.0% |
| 30D | -7.7% | -4.5% | -3.2% | -6.6% |
| 3M | -10.9% | -7.6% | -3.3% | -9.6% |
| 6M | -31.9% | -10.6% | -21.2% | -30.6% |
| YTD | -38.6% | -12.6% | -26.1% | -37.6% |
| 1Y | -46.9% | -27.0% | -19.9% | -43.7% |
| 3Y | -58.2% | -31.5% | -26.7% | -56.3% |
| 5Y | -74.0% | -3.8% | -70.2% | -75.7% |
| 10Y | -21.6% | +183.9% | -205.5% | -42.8% |
| All | +130.9% | +876.9% | -745.9% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling