-62.5%
NKE vs BAM
+78.0%
-140.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -2.0% | -2.0% | 0.0% | -1.4% |
| 30D | -8.6% | -2.9% | -5.7% | -7.8% |
| 3M | -11.0% | +9.4% | -20.4% | -13.8% |
| 6M | -33.2% | +10.8% | -44.0% | -35.7% |
| YTD | -38.1% | -0.4% | -37.7% | -38.6% |
| 1Y | -47.4% | -10.9% | -36.5% | -46.1% |
| 3Y | -59.8% | +61.3% | -121.0% | -65.7% |
| All | -62.5% | +78.0% | -140.4% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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