-12.7%
NKE vs AMC
-98.7%
+86.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -5.4% | -2.8% | -2.5% | -5.3% |
| 30D | +8.4% | +14.0% | -5.6% | +8.0% |
| 3M | -6.3% | +42.5% | -48.8% | -7.2% |
| 6M | -7.8% | +142.6% | -150.4% | -10.2% |
| YTD | -38.3% | +119.2% | -157.5% | -39.8% |
| 1Y | -37.3% | +40.7% | -78.1% | -38.3% |
| 3Y | -61.3% | -57.3% | -4.0% | -61.4% |
| 5Y | -74.8% | -99.1% | +24.3% | -73.9% |
| 10Y | -12.7% | -98.7% | +86.0% | -14.9% |
| All | -12.7% | -98.7% | +86.0% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling