+76.0%
AMZN vs NKE
-60.1%
+136.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.3% |
| 7D | -2.7% | -5.5% | +2.8% | -1.3% |
| 30D | -7.5% | -10.4% | +2.9% | -5.0% |
| 3M | +5.8% | -15.8% | +21.6% | +10.2% |
| 6M | +17.5% | -33.4% | +50.9% | +28.7% |
| YTD | +9.1% | -41.0% | +50.1% | +22.9% |
| 1Y | +9.4% | -49.1% | +58.4% | +27.5% |
| All | +76.0% | -60.1% | +136.1% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling