-24.0%
NKE vs APD
+166.7%
-190.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.8% |
| 7D | -4.2% | -3.3% | -0.9% | -2.7% |
| 30D | -8.2% | -4.2% | -4.0% | -6.3% |
| 3M | -19.1% | +5.4% | -24.5% | -21.3% |
| 6M | -32.6% | +6.3% | -38.9% | -35.1% |
| YTD | -40.7% | +20.3% | -61.0% | -46.5% |
| 1Y | -48.9% | +1.6% | -50.4% | -50.0% |
| 3Y | -59.2% | +4.0% | -63.2% | -61.7% |
| 5Y | -75.3% | +23.3% | -98.7% | -79.3% |
| All | -24.0% | +166.7% | -190.7% | -60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling