+520.8%
APP vs NKE
-68.3%
+589.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.8% |
| 7D | +48.9% | -5.4% | +54.3% | +52.3% |
| 30D | +49.4% | +8.4% | +41.0% | +43.2% |
| 3M | +27.0% | -6.3% | +33.3% | +30.1% |
| 6M | -15.4% | -7.8% | -7.6% | -13.1% |
| YTD | -39.9% | -38.3% | -1.7% | -26.0% |
| 1Y | -32.0% | -37.3% | +5.4% | -17.9% |
| 3Y | +824.3% | -61.3% | +885.6% | +1,264.3% |
| 5Y | +252.4% | -74.8% | +327.3% | +575.7% |
| All | +520.8% | -68.3% | +589.1% | +1,063.6% |
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