+23.5%
ALAB vs NKE
-49.7%
+73.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.4% | -5.7% |
| 7D | +0.6% | -5.5% | +6.2% | -0.5% |
| 30D | -8.8% | -10.4% | +1.6% | -10.5% |
| 3M | -14.0% | -15.8% | +1.8% | -15.7% |
| 6M | +144.3% | -33.4% | +177.7% | +131.0% |
| YTD | +71.0% | -41.0% | +112.0% | +56.3% |
| 1Y | +23.5% | -49.1% | +72.6% | +17.1% |
| All | +23.5% | -49.7% | +73.2% | +17.1% |
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