-60.9%
NKE vs APH
+282.1%
-343.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.9% |
| 7D | +0.5% | -5.0% | +5.5% | +0.9% |
| 30D | +11.4% | -8.4% | +19.8% | +12.3% |
| 3M | -7.2% | -4.5% | -2.7% | -7.2% |
| 6M | -10.7% | +25.3% | -35.9% | -15.5% |
| YTD | -37.7% | +18.9% | -56.6% | -41.6% |
| 1Y | -34.3% | +11.9% | -46.2% | -37.5% |
| 3Y | -60.9% | +278.0% | -338.9% | -77.2% |
| All | -60.9% | +282.1% | -343.1% | -77.2% |
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