+98.0%
NKE vs AMBA
+837.3%
-739.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -2.0% | -11.0% | +9.0% | -0.3% |
| 30D | -8.6% | -23.2% | +14.6% | -5.1% |
| 3M | -11.0% | -12.7% | +1.7% | -11.1% |
| 6M | -33.2% | +11.2% | -44.4% | -36.4% |
| YTD | -38.1% | -11.2% | -26.9% | -39.2% |
| 1Y | -47.4% | -22.5% | -24.8% | -47.7% |
| 3Y | -59.8% | -1.3% | -58.5% | -63.1% |
| 5Y | -74.2% | -54.2% | -20.1% | -75.0% |
| 10Y | -23.5% | -6.1% | -17.3% | -36.6% |
| All | +98.0% | +837.3% | -739.3% | +29.4% |
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