+6,112.4%
NKE vs APA
+832.5%
+5,279.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.1% |
| 7D | -0.1% | -1.7% | +1.6% | +0.2% |
| 30D | -7.7% | +15.7% | -23.4% | -9.9% |
| 3M | -10.9% | +16.5% | -27.4% | -13.6% |
| 6M | -31.9% | +35.1% | -67.0% | -36.0% |
| YTD | -38.6% | +82.2% | -120.8% | -45.3% |
| 1Y | -46.9% | +102.5% | -149.4% | -53.7% |
| 3Y | -58.2% | +10.3% | -68.5% | -60.7% |
| 5Y | -74.0% | +166.1% | -240.1% | -79.5% |
| 10Y | -21.6% | -4.9% | -16.7% | -38.9% |
| All | +6,112.4% | +832.5% | +5,279.9% | +3,356.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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