+311.3%
ARM vs NKE
-57.8%
+369.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.0% |
| 7D | +11.4% | -0.1% | +11.4% | +11.4% |
| 30D | -7.4% | -7.7% | +0.2% | -5.0% |
| 3M | -24.5% | -10.9% | -13.6% | -22.0% |
| 6M | +128.7% | -31.9% | +160.5% | +161.4% |
| YTD | +139.3% | -38.6% | +177.9% | +185.6% |
| 1Y | +88.0% | -46.9% | +134.9% | +138.0% |
| All | +311.3% | -57.8% | +369.0% | +419.6% |
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 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