-74.7%
NKE vs APTV
-69.3%
-5.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.2% | -5.0% | +0.9% | -2.3% |
| 30D | -8.2% | -6.1% | -2.1% | -6.1% |
| 3M | -19.1% | -33.0% | +13.9% | -6.2% |
| 6M | -32.6% | -35.2% | +2.6% | -21.5% |
| YTD | -40.7% | -40.1% | -0.6% | -28.9% |
| 1Y | -48.9% | -45.6% | -3.3% | -36.4% |
| 3Y | -59.2% | -54.4% | -4.9% | -47.6% |
| All | -74.7% | -69.3% | -5.4% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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