+153.3%
AMAT vs NKE
-61.3%
+214.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.4% | -2.8% |
| 7D | +11.4% | -1.6% | +12.9% | +11.6% |
| 30D | -17.0% | +7.6% | -24.7% | -18.0% |
| 3M | -30.6% | -6.9% | -23.7% | -29.9% |
| 6M | -14.9% | -8.5% | -6.4% | -14.4% |
| YTD | +44.7% | -38.8% | +83.5% | +59.4% |
| 1Y | +66.9% | -40.6% | +107.5% | +84.7% |
| 3Y | +153.3% | -60.9% | +214.2% | +147.5% |
| All | +153.3% | -61.3% | +214.6% | +147.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling