+65.2%
ALAB vs NKE
-46.9%
+112.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.0% | +10.7% | +9.6% |
| 7D | +7.2% | -2.0% | +9.2% | +6.8% |
| 30D | -2.5% | -8.6% | +6.1% | -3.7% |
| 3M | -13.3% | -11.0% | -2.3% | -14.0% |
| 6M | +172.8% | -33.2% | +206.1% | +158.6% |
| YTD | +86.6% | -38.1% | +124.7% | +73.6% |
| 1Y | +65.2% | -47.4% | +112.5% | +63.7% |
| All | +65.2% | -46.9% | +112.1% | +63.7% |
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