+296.4%
ARM vs NKE
-57.4%
+353.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.3% |
| 7D | +5.5% | -2.0% | +7.5% | +6.2% |
| 30D | -8.2% | -8.6% | +0.4% | -5.4% |
| 3M | -35.9% | -11.0% | -24.9% | -33.7% |
| 6M | +103.1% | -33.2% | +136.3% | +134.5% |
| YTD | +130.6% | -38.1% | +168.8% | +174.5% |
| 1Y | +86.1% | -47.4% | +133.4% | +136.7% |
| All | +296.4% | -57.4% | +353.9% | +399.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling