+16.6%
NKE vs AMC
-98.1%
+114.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.1% |
| 7D | -2.0% | +2.3% | -4.3% | -2.1% |
| 30D | -8.6% | -0.7% | -7.8% | -8.6% |
| 3M | -11.0% | +35.2% | -46.2% | -12.1% |
| 6M | -33.2% | +124.6% | -157.8% | -35.0% |
| YTD | -38.1% | +69.9% | -108.0% | -39.4% |
| 1Y | -47.4% | -2.6% | -44.8% | -47.7% |
| 3Y | -59.8% | -79.8% | +20.0% | -59.3% |
| 5Y | -74.2% | -99.4% | +25.2% | -72.9% |
| 10Y | -23.5% | -98.9% | +75.4% | -20.3% |
| All | +16.6% | -98.1% | +114.7% | +9.4% |
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