-58.6%
NKE vs APD
+6.4%
-65.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.7% |
| 7D | -2.3% | -4.6% | +2.3% | -1.1% |
| 30D | -10.4% | -4.2% | -6.2% | -9.3% |
| 3M | -15.5% | +5.0% | -20.4% | -16.6% |
| 6M | -32.6% | +8.9% | -41.6% | -34.5% |
| YTD | -39.8% | +21.9% | -61.7% | -43.7% |
| 1Y | -47.6% | +5.6% | -53.1% | -48.8% |
| All | -58.6% | +6.4% | -65.0% | -59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling