-61.1%
NKE vs APD
+29.6%
-90.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -4.6% | +2.2% | -6.7% | -5.2% |
| 30D | +6.9% | +9.4% | -2.5% | +4.1% |
| 3M | -5.8% | +4.7% | -10.5% | -7.1% |
| 6M | -9.1% | +5.5% | -14.6% | -10.6% |
| YTD | -39.2% | +31.4% | -70.6% | -44.8% |
| 1Y | -39.2% | +24.1% | -63.4% | -43.8% |
| All | -61.1% | +29.6% | -90.7% | -63.7% |
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