+1,315.3%
AMAT vs NKE
-7.9%
+1,323.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.3% | +8.0% | +9.8% |
| 7D | -1.1% | +1.9% | -3.0% | -1.9% |
| 30D | -26.9% | +14.9% | -41.8% | -31.7% |
| 3M | -31.2% | -3.4% | -27.8% | -30.9% |
| 6M | -14.7% | -7.9% | -6.8% | -13.7% |
| YTD | +44.7% | -35.8% | +80.5% | +72.8% |
| 1Y | +62.0% | -32.6% | +94.5% | +86.4% |
| 3Y | +165.0% | -60.0% | +225.0% | +277.3% |
| 5Y | +147.1% | -74.9% | +222.0% | +361.7% |
| 10Y | +1,315.3% | -9.8% | +1,325.0% | +1,358.9% |
| All | +1,315.3% | -7.9% | +1,323.1% | +1,358.9% |
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