-47.6%
NKE vs APH
+47.7%
-95.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -2.3% | +1.6% | -4.0% | -2.3% |
| 30D | -10.4% | -3.0% | -7.4% | -10.4% |
| 3M | -15.5% | +5.7% | -21.2% | -15.9% |
| 6M | -32.6% | +20.0% | -52.6% | -33.7% |
| YTD | -39.8% | +20.8% | -60.6% | -40.4% |
| 1Y | -47.6% | +40.2% | -87.8% | -50.7% |
| All | -47.6% | +47.7% | -95.3% | -50.7% |
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