+2,831.6%
NKE vs APH
+126,856.7%
-124,025.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -5.4% | +0.4% | -5.7% | -5.6% |
| 30D | +8.4% | -8.0% | +16.4% | +9.9% |
| 3M | -6.3% | -5.0% | -1.3% | -6.1% |
| 6M | -7.8% | +29.9% | -37.7% | -15.4% |
| YTD | -38.3% | +18.0% | -56.2% | -42.8% |
| 1Y | -37.3% | +11.3% | -48.7% | -41.3% |
| 3Y | -61.3% | +274.9% | -336.2% | -74.0% |
| 5Y | -74.8% | +300.6% | -375.4% | -83.3% |
| 10Y | -12.7% | +944.2% | -956.9% | -53.1% |
| All | +2,831.6% | +126,856.7% | -124,025.1% | +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