+24.5%
ALAB vs NKE
-33.0%
+57.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.2% | -9.7% | -3.0% |
| 7D | -24.9% | +9.0% | -33.9% | -23.0% |
| 30D | -38.4% | +19.2% | -57.6% | -35.5% |
| 3M | -38.3% | -1.5% | -36.8% | -38.0% |
| 6M | +10.9% | -4.2% | +15.1% | +11.4% |
| YTD | +34.2% | -34.8% | +69.0% | +21.3% |
| 1Y | +24.5% | -31.7% | +56.2% | +12.2% |
| All | +24.5% | -33.0% | +57.5% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling