+100.3%
NKE vs APTV
+173.4%
-73.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.0% |
| 7D | -2.3% | -1.2% | -1.2% | -2.0% |
| 30D | -10.4% | -10.6% | +0.3% | -6.9% |
| 3M | -15.5% | -35.0% | +19.5% | -2.8% |
| 6M | -32.6% | -38.9% | +6.3% | -21.4% |
| YTD | -39.8% | -41.5% | +1.7% | -28.9% |
| 1Y | -47.6% | -45.8% | -1.8% | -36.6% |
| 3Y | -59.0% | -55.7% | -3.3% | -48.8% |
| 5Y | -74.9% | -70.1% | -4.8% | -65.3% |
| 10Y | -21.9% | -19.1% | -2.8% | -27.3% |
| All | +100.3% | +173.4% | -73.2% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling