+933.3%
APP vs NKE
-61.1%
+994.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.3% | +1.5% | +4.1% |
| 7D | +79.2% | +1.9% | +77.2% | +78.0% |
| 30D | +48.0% | +14.9% | +33.1% | +43.0% |
| 3M | +18.2% | -3.4% | +21.6% | +18.7% |
| 6M | -12.5% | -7.9% | -4.6% | -11.4% |
| YTD | -39.2% | -35.8% | -3.4% | -33.8% |
| 1Y | -33.9% | -32.6% | -1.3% | -29.3% |
| 3Y | +933.3% | -60.0% | +993.3% | +1,106.4% |
| All | +933.3% | -61.1% | +994.3% | +1,106.4% |
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 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