+48.5%
AMZN vs NKE
-75.0%
+123.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | -0.7% | -4.2% | +3.5% | +1.0% |
| 30D | -3.9% | -8.2% | +4.3% | -0.7% |
| 3M | +6.3% | -19.1% | +25.4% | +15.4% |
| 6M | +20.8% | -32.6% | +53.4% | +39.8% |
| YTD | +11.2% | -40.7% | +52.0% | +35.4% |
| 1Y | +11.7% | -48.9% | +60.5% | +43.7% |
| 3Y | +79.4% | -59.2% | +138.7% | +138.9% |
| All | +48.5% | -75.0% | +123.6% | +157.5% |
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