+6,112.4%
NKE vs AME
+18,712.3%
-12,599.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.1% | +2.8% | -2.8% | -1.0% |
| 30D | -7.7% | -6.3% | -1.4% | -5.7% |
| 3M | -10.9% | +5.4% | -16.3% | -13.0% |
| 6M | -31.9% | +7.4% | -39.3% | -34.2% |
| YTD | -38.6% | +16.2% | -54.8% | -42.4% |
| 1Y | -46.9% | +26.8% | -73.7% | -51.8% |
| 3Y | -58.2% | +57.5% | -115.7% | -65.1% |
| 5Y | -74.0% | +84.8% | -158.9% | -79.4% |
| 10Y | -21.6% | +424.3% | -445.9% | -55.4% |
| All | +6,112.4% | +18,712.3% | -12,599.9% | +1,408.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling