-31.7%
NKE vs AMBA
-25.6%
-6.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +7.0% | +5.3% |
| 7D | +9.0% | -8.1% | +17.1% | +9.2% |
| 30D | +19.2% | -10.8% | +30.0% | +19.6% |
| 3M | -1.5% | -25.9% | +24.4% | -0.5% |
| 6M | -4.2% | -13.9% | +9.7% | -5.5% |
| YTD | -34.8% | -14.0% | -20.8% | -36.3% |
| 1Y | -31.7% | -25.7% | -6.0% | -33.3% |
| All | -31.7% | -25.6% | -6.1% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling