+132.8%
AMD vs NKE
-35.9%
+168.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.2% |
| 7D | +13.1% | -5.4% | +18.5% | +12.0% |
| 30D | -7.0% | +8.4% | -15.4% | -5.5% |
| 3M | +16.6% | -6.3% | +22.8% | +16.1% |
| 6M | +20.5% | -7.8% | +28.3% | +20.3% |
| YTD | +158.2% | -38.3% | +196.4% | +146.6% |
| 1Y | +132.8% | -37.3% | +170.1% | +120.0% |
| All | +132.8% | -35.9% | +168.7% | +120.0% |
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