-59.7%
NKE vs AMDL
+131.0%
-190.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.0% | -8.0% | -2.2% |
| 7D | -2.3% | +29.0% | -31.3% | -3.3% |
| 30D | -10.4% | +19.1% | -29.4% | -11.1% |
| 3M | -15.5% | +1.8% | -17.2% | -16.9% |
| 6M | -32.6% | +374.4% | -407.0% | -40.7% |
| YTD | -39.8% | +278.9% | -318.7% | -47.1% |
| 1Y | -47.6% | +510.6% | -558.1% | -57.3% |
| All | -59.7% | +131.0% | -190.7% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling