-39.2%
NKE vs AMBA
-35.5%
-3.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.4% |
| 7D | -4.6% | +10.7% | -15.2% | -4.8% |
| 30D | +6.9% | -5.0% | +11.9% | +7.0% |
| 3M | -5.8% | -26.9% | +21.1% | -4.9% |
| 6M | -9.1% | -21.9% | +12.8% | -9.3% |
| YTD | -39.2% | -13.8% | -25.4% | -40.6% |
| 1Y | -39.2% | -36.1% | -3.2% | -41.2% |
| All | -39.2% | -35.5% | -3.7% | -41.2% |
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