+201.5%
AMD vs NKE
-75.3%
+276.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.5% | +13.5% | +12.0% |
| 7D | -11.0% | -0.2% | -10.8% | -11.0% |
| 30D | -30.5% | +12.3% | -42.8% | -34.1% |
| 3M | -8.2% | -7.1% | -1.1% | -6.2% |
| 6M | +6.6% | -10.3% | +16.9% | +9.1% |
| YTD | +109.7% | -37.8% | +147.5% | +151.3% |
| 1Y | +88.9% | -35.6% | +124.5% | +119.0% |
| 3Y | +301.8% | -61.4% | +363.2% | +476.6% |
| All | +201.5% | -75.3% | +276.8% | +613.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling