+369.5%
ALAB vs NKE
-60.6%
+430.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | -6.2% | -4.2% | -2.0% | -5.6% |
| 30D | -8.7% | -8.2% | -0.5% | -7.6% |
| 3M | -20.7% | -19.1% | -1.7% | -18.2% |
| 6M | +133.5% | -32.6% | +166.2% | +150.3% |
| YTD | +75.1% | -40.7% | +115.8% | +92.4% |
| 1Y | +25.0% | -48.9% | +73.9% | +43.0% |
| All | +369.5% | -60.6% | +430.1% | +367.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling