-2.1%
AMD vs NKE
-10.7%
+8.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.5% | +13.5% | +10.2% |
| 7D | -11.0% | -0.2% | -10.8% | -10.9% |
| 30D | -30.5% | +12.3% | -42.8% | -27.3% |
| 3M | -8.2% | -7.1% | -1.1% | -9.4% |
| All | -2.1% | -10.7% | +8.6% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling