+188.9%
AMAT vs NKE
-46.9%
+235.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.3% |
| 7D | -1.5% | -2.0% | +0.5% | -1.5% |
| 30D | -14.8% | -8.6% | -6.2% | -14.5% |
| 3M | -9.3% | -11.0% | +1.8% | -8.6% |
| 6M | +27.4% | -33.2% | +60.6% | +36.0% |
| YTD | +77.6% | -38.1% | +115.7% | +93.0% |
| 1Y | +188.9% | -47.4% | +236.3% | +256.3% |
| All | +188.9% | -46.9% | +235.9% | +256.3% |
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