-39.2%
NKE vs APH
+11.4%
-50.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.4% |
| 7D | -4.6% | +11.1% | -15.7% | -4.2% |
| 30D | +6.9% | -7.3% | +14.2% | +6.6% |
| 3M | -5.8% | -6.2% | +0.4% | -6.0% |
| 6M | -9.1% | +24.9% | -34.0% | -10.2% |
| YTD | -39.2% | +18.4% | -57.6% | -38.5% |
| 1Y | -39.2% | +13.0% | -52.2% | -37.9% |
| All | -39.2% | +11.4% | -50.6% | -37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling