+53.5%
ALAB vs NKE
-40.3%
+93.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.5% |
| 7D | +16.3% | -1.6% | +17.9% | +15.9% |
| 30D | -26.1% | +7.6% | -33.7% | -24.9% |
| 3M | -31.3% | -6.9% | -24.4% | -31.9% |
| 6M | -1.0% | -8.5% | +7.5% | -1.8% |
| YTD | +33.3% | -38.8% | +72.1% | +22.3% |
| 1Y | +53.5% | -40.6% | +94.1% | +39.8% |
| All | +53.5% | -40.3% | +93.8% | +39.8% |
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