+105.6%
NKE vs AMBA
+818.6%
-713.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.3% | -1.9% | +2.6% |
| 7D | +1.9% | 0.0% | +2.0% | +1.8% |
| 30D | +14.9% | -8.6% | +23.5% | +16.1% |
| 3M | -3.4% | -29.0% | +25.6% | +0.9% |
| 6M | -7.9% | -19.2% | +11.3% | -8.0% |
| YTD | -35.8% | -13.0% | -22.8% | -37.0% |
| 1Y | -32.6% | -31.3% | -1.3% | -31.9% |
| 3Y | -60.0% | +28.1% | -88.2% | -65.0% |
| 5Y | -74.9% | -69.4% | -5.4% | -74.4% |
| 10Y | -9.8% | +7.6% | -17.4% | -26.2% |
| All | +105.6% | +818.6% | -713.0% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling