-13.0%
NKE vs AMBA
+0.6%
-13.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.1% |
| 7D | -4.6% | +10.7% | -15.2% | -6.3% |
| 30D | +6.9% | -5.0% | +11.9% | +7.5% |
| 3M | -5.8% | -26.9% | +21.1% | -1.2% |
| 6M | -9.1% | -21.9% | +12.8% | -8.7% |
| YTD | -39.2% | -13.8% | -25.4% | -40.7% |
| 1Y | -39.2% | -36.1% | -3.2% | -37.7% |
| 3Y | -61.8% | +21.6% | -83.5% | -67.6% |
| 5Y | -75.5% | -68.8% | -6.8% | -75.1% |
| All | -13.0% | +0.6% | -13.7% | -37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling