+1,665.8%
AMAT vs NKE
-22.5%
+1,688.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.3% |
| 7D | +7.0% | -0.1% | +7.1% | +7.0% |
| 30D | -12.2% | -7.7% | -4.5% | -9.4% |
| 3M | -3.8% | -10.9% | +7.1% | -0.2% |
| 6M | +45.9% | -31.9% | +77.8% | +70.5% |
| YTD | +84.6% | -38.6% | +123.2% | +126.6% |
| 1Y | +193.4% | -46.9% | +240.3% | +285.0% |
| 3Y | +228.1% | -58.2% | +286.2% | +350.3% |
| 5Y | +268.9% | -74.0% | +343.0% | +572.6% |
| 10Y | +1,665.8% | -21.6% | +1,687.3% | +1,805.0% |
| All | +1,665.8% | -22.5% | +1,688.3% | +1,805.0% |
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