+2,837.7%
NKE vs APH
+132,206.2%
-129,368.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.2% |
| 7D | -2.0% | +5.0% | -7.0% | -3.2% |
| 30D | -8.6% | -3.9% | -4.7% | -8.0% |
| 3M | -11.0% | +13.0% | -24.0% | -14.6% |
| 6M | -33.2% | +25.2% | -58.4% | -37.9% |
| YTD | -38.1% | +22.9% | -61.1% | -42.8% |
| 1Y | -47.4% | +47.8% | -95.2% | -53.9% |
| 3Y | -59.8% | +283.0% | -342.8% | -72.9% |
| 5Y | -74.2% | +349.7% | -423.9% | -83.2% |
| 10Y | -23.5% | +1,061.2% | -1,084.7% | -59.5% |
| All | +2,837.7% | +132,206.2% | -129,368.5% | +765.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling