-21.9%
NKE vs APH
+1,046.4%
-1,068.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -2.3% | +1.6% | -4.0% | -3.0% |
| 30D | -10.4% | -3.0% | -7.4% | -9.7% |
| 3M | -15.5% | +5.7% | -21.2% | -19.3% |
| 6M | -32.6% | +20.0% | -52.6% | -40.4% |
| YTD | -39.8% | +20.8% | -60.6% | -48.7% |
| 1Y | -47.6% | +40.2% | -87.8% | -59.8% |
| 3Y | -59.0% | +288.1% | -347.1% | -84.7% |
| 5Y | -74.9% | +352.5% | -427.5% | -91.6% |
| 10Y | -21.9% | +1,062.4% | -1,084.4% | -85.0% |
| All | -21.9% | +1,046.4% | -1,068.3% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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