-74.0%
NKE vs APH
+351.1%
-425.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.4% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | -7.7% | -3.3% | -4.3% | -7.0% |
| 3M | -10.9% | +14.0% | -25.0% | -16.5% |
| 6M | -31.9% | +24.4% | -56.3% | -38.9% |
| YTD | -38.6% | +21.4% | -60.0% | -46.0% |
| 1Y | -46.9% | +48.9% | -95.9% | -58.9% |
| 3Y | -58.2% | +290.1% | -348.3% | -84.5% |
| 5Y | -74.0% | +352.8% | -426.8% | -91.5% |
| All | -74.0% | +351.1% | -425.1% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling