-74.0%
NKE vs AMBA
-53.5%
-20.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -0.1% | -6.4% | +6.4% | +1.1% |
| 30D | -7.7% | -26.8% | +19.2% | -2.5% |
| 3M | -10.9% | -7.6% | -3.3% | -12.0% |
| 6M | -31.9% | +21.2% | -53.0% | -37.5% |
| YTD | -38.6% | -10.4% | -28.2% | -40.3% |
| 1Y | -46.9% | -24.4% | -22.5% | -47.3% |
| 3Y | -58.2% | +6.0% | -64.2% | -64.0% |
| 5Y | -74.0% | -53.9% | -20.1% | -77.1% |
| All | -74.0% | -53.5% | -20.5% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling