+137,736.4%
AMAT vs NKE
+6,514.1%
+131,222.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.7% |
| 7D | -1.5% | -2.0% | +0.5% | -0.7% |
| 30D | -14.8% | -8.6% | -6.2% | -12.2% |
| 3M | -9.3% | -11.0% | +1.8% | -6.3% |
| 6M | +27.4% | -33.2% | +60.6% | +45.7% |
| YTD | +77.6% | -38.1% | +115.7% | +108.5% |
| 1Y | +188.9% | -47.4% | +236.3% | +259.5% |
| 3Y | +202.3% | -59.8% | +262.1% | +298.1% |
| 5Y | +248.9% | -74.2% | +323.1% | +449.6% |
| 10Y | +1,585.2% | -23.5% | +1,608.7% | +1,634.9% |
| All | +137,736.4% | +6,514.1% | +131,222.3% | +27,981.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling