-31.7%
NKE vs APD
+36.4%
-68.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +4.8% |
| 7D | +9.0% | +3.8% | +5.2% | +8.2% |
| 30D | +19.2% | +14.1% | +5.1% | +16.4% |
| 3M | -1.5% | +8.2% | -9.7% | -2.8% |
| 6M | -4.2% | +7.5% | -11.7% | -5.2% |
| YTD | -34.8% | +31.7% | -66.4% | -39.3% |
| 1Y | -31.7% | +35.1% | -66.8% | -36.8% |
| All | -31.7% | +36.4% | -68.0% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling