+3,847.4%
ANET vs NKE
-22.6%
+3,870.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.4% |
| 7D | +3.0% | -4.2% | +7.2% | +4.6% |
| 30D | -5.2% | -8.2% | +3.0% | -2.5% |
| 3M | +27.6% | -19.1% | +46.7% | +36.7% |
| 6M | +44.4% | -32.6% | +77.0% | +64.3% |
| YTD | +52.3% | -40.7% | +93.0% | +81.7% |
| 1Y | +30.4% | -48.9% | +79.3% | +63.6% |
| 3Y | +313.3% | -59.2% | +372.5% | +435.5% |
| 5Y | +810.0% | -75.3% | +885.4% | +1,407.3% |
| All | +3,847.4% | -22.6% | +3,870.0% | +3,698.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling