+640.8%
APP vs NKE
-58.4%
+699.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | +0.1% | -0.1% | +0.1% | +0.1% |
| 30D | -10.0% | -7.7% | -2.4% | -8.4% |
| 3M | -44.6% | -10.9% | -33.7% | -43.3% |
| 6M | -37.9% | -31.9% | -6.0% | -32.7% |
| YTD | -53.7% | -38.6% | -15.1% | -48.8% |
| 1Y | -43.0% | -46.9% | +4.0% | -34.9% |
| 3Y | +640.8% | -58.2% | +698.9% | +732.4% |
| All | +640.8% | -58.4% | +699.1% | +732.4% |
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