+100,756.0%
AMAT vs NKE
+6,546.8%
+94,209.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +5.2% |
| 7D | -14.7% | -0.2% | -14.5% | -14.7% |
| 30D | -36.1% | +12.3% | -48.4% | -39.2% |
| 3M | -36.9% | -7.1% | -29.7% | -35.7% |
| 6M | -22.2% | -10.3% | -11.9% | -20.8% |
| YTD | +29.9% | -37.8% | +67.8% | +51.2% |
| 1Y | +43.3% | -35.6% | +78.9% | +63.2% |
| 3Y | +142.7% | -61.4% | +204.1% | +223.8% |
| 5Y | +126.2% | -76.2% | +202.4% | +265.4% |
| 10Y | +1,211.7% | -10.7% | +1,222.4% | +1,168.9% |
| All | +100,756.0% | +6,546.8% | +94,209.3% | +20,264.2% |
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 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