-60.5%
NKE vs AMDL
+115.6%
-176.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.7% | +4.7% | -1.7% |
| 7D | -5.5% | +20.7% | -26.2% | -6.3% |
| 30D | -10.4% | +9.4% | -19.9% | -10.9% |
| 3M | -15.8% | +5.6% | -21.5% | -17.5% |
| 6M | -33.4% | +340.3% | -373.7% | -41.2% |
| YTD | -41.0% | +253.6% | -294.6% | -48.0% |
| 1Y | -49.1% | +443.4% | -492.4% | -58.1% |
| All | -60.5% | +115.6% | -176.1% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling