-58.9%
NKE vs AMDL
+117.8%
-176.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.7% | -12.5% | -1.2% |
| 7D | -0.1% | +19.9% | -20.0% | -0.8% |
| 30D | -7.7% | +6.3% | -13.9% | -8.0% |
| 3M | -10.9% | -9.9% | -1.0% | -11.9% |
| 6M | -31.9% | +394.3% | -426.2% | -40.3% |
| YTD | -38.6% | +257.3% | -295.9% | -45.9% |
| 1Y | -46.9% | +508.5% | -555.5% | -56.9% |
| All | -58.9% | +117.8% | -176.7% | -69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling