-24.4%
NKE vs AMC
-99.0%
+74.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.9% |
| 7D | -5.5% | -7.1% | +1.5% | -5.4% |
| 30D | -10.4% | -1.7% | -8.8% | -10.4% |
| 3M | -15.8% | +13.5% | -29.3% | -16.3% |
| 6M | -33.4% | +112.6% | -146.0% | -35.0% |
| YTD | -41.0% | +51.3% | -92.3% | -41.9% |
| 1Y | -49.1% | -14.5% | -34.6% | -49.2% |
| 3Y | -59.8% | -67.1% | +7.3% | -59.7% |
| 5Y | -75.5% | -99.5% | +24.1% | -74.3% |
| All | -24.4% | -99.0% | +74.6% | -26.2% |
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