+349.8%
AMD vs NKE
-74.0%
+423.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.6% | +5.1% |
| 7D | +2.6% | -2.0% | +4.6% | +3.4% |
| 30D | -0.9% | -8.6% | +7.7% | +2.5% |
| 3M | -8.7% | -11.0% | +2.3% | -5.5% |
| 6M | +136.3% | -33.2% | +169.6% | +176.6% |
| YTD | +123.0% | -38.1% | +161.1% | +168.9% |
| 1Y | +195.2% | -47.4% | +242.5% | +282.3% |
| 3Y | +336.3% | -59.8% | +396.1% | +501.9% |
| All | +349.8% | -74.0% | +423.8% | +749.8% |
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