-16.3%
AMAT vs NKE
-7.7%
-8.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.3% | +8.0% | +12.7% |
| 7D | -1.1% | +1.9% | -3.0% | -0.3% |
| 30D | -26.9% | +14.9% | -41.8% | -21.4% |
| 3M | -31.2% | -3.4% | -27.8% | -31.2% |
| All | -16.3% | -7.7% | -8.5% | -15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling