-74.7%
NKE vs AME
+89.9%
-164.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -1.3% |
| 7D | -4.2% | +1.7% | -5.9% | -5.1% |
| 30D | -8.2% | -6.4% | -1.8% | -4.9% |
| 3M | -19.1% | +7.1% | -26.2% | -23.1% |
| 6M | -32.6% | +8.2% | -40.8% | -36.9% |
| YTD | -40.7% | +18.2% | -58.9% | -47.8% |
| 1Y | -48.9% | +26.7% | -75.6% | -57.2% |
| 3Y | -59.2% | +60.7% | -119.9% | -72.4% |
| All | -74.7% | +89.9% | -164.6% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling