-58.2%
NKE vs AMC
-67.8%
+9.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.6% |
| 7D | -0.1% | -0.8% | +0.7% | 0.0% |
| 30D | -7.7% | -1.2% | -6.5% | -7.7% |
| 3M | -10.9% | +42.2% | -53.2% | -13.6% |
| 6M | -31.9% | +118.8% | -150.7% | -36.0% |
| YTD | -38.6% | +64.1% | -102.7% | -41.4% |
| 1Y | -46.9% | -9.5% | -37.4% | -47.6% |
| 3Y | -58.2% | -64.3% | +6.2% | -57.0% |
| All | -58.2% | -67.8% | +9.7% | -57.0% |
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