-32.2%
NKE vs AMBA
-33.2%
+1.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.3% | -1.9% | +3.2% |
| 7D | +1.9% | 0.0% | +2.0% | +1.9% |
| 30D | +14.9% | -8.6% | +23.5% | +15.1% |
| 3M | -3.4% | -29.0% | +25.6% | -2.3% |
| 6M | -7.9% | -19.2% | +11.3% | -8.4% |
| YTD | -35.8% | -13.0% | -22.8% | -37.2% |
| All | -32.2% | -33.2% | +1.0% | -34.4% |
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