-60.6%
NKE vs AMC
-57.0%
-3.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -5.4% | -2.8% | -2.5% | -5.2% |
| 30D | +8.4% | +14.0% | -5.6% | +7.4% |
| 3M | -6.3% | +42.5% | -48.8% | -8.5% |
| 6M | -7.8% | +142.6% | -150.4% | -13.7% |
| YTD | -38.3% | +119.2% | -157.5% | -42.0% |
| 1Y | -37.3% | +40.7% | -78.1% | -39.7% |
| All | -60.6% | -57.0% | -3.6% | -59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling