+1,362.0%
AMAT vs NKE
-14.7%
+1,376.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.9% |
| 7D | +19.3% | -4.6% | +23.9% | +21.9% |
| 30D | -17.9% | +6.9% | -24.8% | -20.8% |
| 3M | -30.4% | -5.8% | -24.6% | -29.3% |
| 6M | -11.4% | -9.1% | -2.4% | -10.0% |
| YTD | +48.8% | -39.2% | +87.9% | +82.0% |
| 1Y | +66.0% | -39.2% | +105.3% | +101.4% |
| 3Y | +158.8% | -61.8% | +220.7% | +275.7% |
| 5Y | +153.2% | -75.5% | +228.7% | +376.3% |
| All | +1,362.0% | -14.7% | +1,376.7% | +1,468.1% |
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 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