+95.5%
AMD vs NKE
-33.0%
+128.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | +2.0% |
| 7D | -15.5% | +9.0% | -24.5% | -14.0% |
| 30D | -22.6% | +19.2% | -41.9% | -20.1% |
| 3M | -5.7% | -1.5% | -4.3% | -5.2% |
| 6M | +43.1% | -4.2% | +47.3% | +44.0% |
| YTD | +128.2% | -34.8% | +163.0% | +119.8% |
| 1Y | +95.5% | -31.7% | +127.2% | +84.0% |
| All | +95.5% | -33.0% | +128.5% | +84.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling