+14.7%
NKE vs AMC
-97.6%
+112.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.9% | -1.4% |
| 7D | -4.6% | +8.4% | -13.0% | -4.8% |
| 30D | +6.9% | +9.2% | -2.3% | +6.6% |
| 3M | -5.8% | +32.0% | -37.8% | -6.6% |
| 6M | -9.1% | +149.3% | -158.3% | -11.7% |
| YTD | -39.2% | +114.1% | -153.3% | -40.8% |
| 1Y | -39.2% | +35.8% | -75.0% | -40.2% |
| 3Y | -61.8% | -58.3% | -3.5% | -62.0% |
| 5Y | -75.5% | -99.2% | +23.6% | -74.4% |
| 10Y | -14.0% | -98.8% | +84.8% | -8.8% |
| All | +14.7% | -97.6% | +112.3% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling