-24.0%
NKE vs AME
+445.1%
-469.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -1.5% |
| 7D | -4.2% | +1.7% | -5.9% | -5.2% |
| 30D | -8.2% | -6.4% | -1.8% | -4.7% |
| 3M | -19.1% | +7.1% | -26.2% | -23.2% |
| 6M | -32.6% | +8.2% | -40.8% | -37.0% |
| YTD | -40.7% | +18.2% | -58.9% | -47.7% |
| 1Y | -48.9% | +26.7% | -75.6% | -57.1% |
| 3Y | -59.2% | +60.7% | -119.9% | -71.5% |
| 5Y | -75.3% | +91.6% | -166.9% | -84.7% |
| All | -24.0% | +445.1% | -469.1% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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