+367.9%
APP vs NKE
-69.1%
+437.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -1.3% |
| 7D | -4.4% | -2.3% | -2.1% | -3.3% |
| 30D | -10.0% | -10.4% | +0.4% | -5.4% |
| 3M | -41.4% | -15.5% | -26.0% | -36.9% |
| 6M | -41.0% | -32.6% | -8.4% | -29.8% |
| YTD | -54.7% | -39.8% | -14.9% | -43.3% |
| 1Y | -45.3% | -47.6% | +2.2% | -27.7% |
| 3Y | +624.3% | -59.0% | +683.3% | +911.5% |
| 5Y | +329.1% | -74.9% | +404.1% | +725.3% |
| All | +367.9% | -69.1% | +437.0% | +791.5% |
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 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