-12.7%
NKE vs APH
+950.8%
-963.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -5.4% | +0.4% | -5.7% | -5.8% |
| 30D | +8.4% | -8.0% | +16.4% | +11.0% |
| 3M | -6.3% | -5.0% | -1.3% | -6.2% |
| 6M | -7.8% | +29.9% | -37.7% | -22.3% |
| YTD | -38.3% | +18.0% | -56.2% | -47.7% |
| 1Y | -37.3% | +11.3% | -48.7% | -45.7% |
| 3Y | -61.3% | +274.9% | -336.2% | -85.6% |
| 5Y | -74.8% | +300.6% | -375.4% | -91.1% |
| 10Y | -12.7% | +944.2% | -956.9% | -82.5% |
| All | -12.7% | +950.8% | -963.5% | -82.5% |
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