+185.4%
ARM vs NKE
-57.1%
+242.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.5% | -1.6% |
| 7D | -10.4% | +0.5% | -10.9% | -10.5% |
| 30D | -31.8% | +11.4% | -43.3% | -34.6% |
| 3M | -32.2% | -7.2% | -25.0% | -30.8% |
| 6M | -14.9% | -10.7% | -4.2% | -12.3% |
| YTD | +66.0% | -37.7% | +103.7% | +96.3% |
| 1Y | +17.2% | -34.3% | +51.5% | +33.7% |
| 3Y | +247.2% | -60.9% | +308.1% | +339.8% |
| All | +185.4% | -57.1% | +242.5% | +257.2% |
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 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