-58.2%
NKE vs APH
+289.4%
-347.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.6% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | -7.7% | -3.3% | -4.3% | -7.4% |
| 3M | -10.9% | +14.0% | -25.0% | -13.7% |
| 6M | -31.9% | +24.4% | -56.3% | -35.3% |
| YTD | -38.6% | +21.4% | -60.0% | -42.4% |
| 1Y | -46.9% | +48.9% | -95.9% | -53.5% |
| 3Y | -58.2% | +290.1% | -348.3% | -74.6% |
| All | -58.2% | +289.4% | -347.6% | -74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling