+99.4%
NKE vs AMBA
+799.6%
-700.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -1.0% | -2.7% |
| 7D | +0.5% | -2.6% | +3.1% | +0.8% |
| 30D | +11.4% | -10.5% | +21.9% | +12.9% |
| 3M | -7.2% | -26.4% | +19.2% | -3.5% |
| 6M | -10.7% | -20.9% | +10.2% | -10.5% |
| YTD | -37.7% | -14.8% | -22.9% | -38.7% |
| 1Y | -34.3% | -36.1% | +1.8% | -32.9% |
| 3Y | -60.9% | +20.2% | -81.2% | -65.4% |
| 5Y | -74.8% | -67.2% | -7.6% | -74.6% |
| 10Y | -11.2% | +5.0% | -16.2% | -27.2% |
| All | +99.4% | +799.6% | -700.2% | +30.4% |
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 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