-74.9%
NKE vs APD
+25.2%
-100.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.6% |
| 7D | -2.3% | -4.6% | +2.3% | -0.4% |
| 30D | -10.4% | -4.2% | -6.2% | -8.7% |
| 3M | -15.5% | +5.0% | -20.4% | -17.3% |
| 6M | -32.6% | +8.9% | -41.6% | -35.5% |
| YTD | -39.8% | +21.9% | -61.7% | -45.5% |
| 1Y | -47.6% | +5.6% | -53.1% | -49.4% |
| 3Y | -59.0% | +6.9% | -65.9% | -61.2% |
| 5Y | -74.9% | +25.3% | -100.3% | -80.6% |
| All | -74.9% | +25.2% | -100.2% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling