+127.8%
AAPL vs NKE
-75.0%
+202.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.6% |
| 7D | +3.8% | -4.2% | +8.0% | +5.3% |
| 30D | +9.9% | -8.2% | +18.1% | +13.0% |
| 3M | +12.5% | -19.1% | +31.6% | +20.4% |
| 6M | +27.6% | -32.6% | +60.3% | +44.2% |
| YTD | +22.6% | -40.7% | +63.3% | +44.7% |
| 1Y | +45.0% | -48.9% | +93.8% | +79.3% |
| 3Y | +87.8% | -59.2% | +147.0% | +138.4% |
| All | +127.8% | -75.0% | +202.8% | +251.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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