+358.8%
APP vs NKE
-74.2%
+433.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.3% |
| 7D | +0.1% | -0.1% | +0.1% | +0.1% |
| 30D | -10.0% | -7.7% | -2.4% | -6.6% |
| 3M | -44.6% | -10.9% | -33.7% | -41.9% |
| 6M | -37.9% | -31.9% | -6.0% | -25.9% |
| YTD | -53.7% | -38.6% | -15.1% | -42.0% |
| 1Y | -43.0% | -46.9% | +4.0% | -24.1% |
| 3Y | +640.8% | -58.2% | +698.9% | +936.2% |
| 5Y | +358.8% | -74.0% | +432.9% | +911.2% |
| All | +358.8% | -74.2% | +433.1% | +911.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling