-74.9%
NKE vs AMC
-99.5%
+24.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.7% |
| 7D | -2.3% | -6.8% | +4.5% | -1.9% |
| 30D | -10.4% | +1.7% | -12.0% | -10.5% |
| 3M | -15.5% | +26.8% | -42.3% | -17.7% |
| 6M | -32.6% | +117.7% | -150.3% | -37.5% |
| YTD | -39.8% | +57.7% | -97.5% | -42.9% |
| 1Y | -47.6% | -12.5% | -35.1% | -48.2% |
| 3Y | -59.0% | -65.7% | +6.7% | -58.6% |
| 5Y | -74.9% | -99.5% | +24.6% | -68.6% |
| All | -74.9% | -99.5% | +24.5% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling