-24.0%
NKE vs AMP
+589.3%
-613.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -4.2% | -0.5% | -3.6% | -3.9% |
| 30D | -8.2% | -1.3% | -6.9% | -7.6% |
| 3M | -19.1% | +24.2% | -43.3% | -26.5% |
| 6M | -32.6% | +24.6% | -57.2% | -39.0% |
| YTD | -40.7% | +14.8% | -55.5% | -44.6% |
| 1Y | -48.9% | +12.8% | -61.6% | -51.9% |
| 3Y | -59.2% | +69.0% | -128.2% | -68.5% |
| 5Y | -75.3% | +124.9% | -200.2% | -83.3% |
| All | -24.0% | +589.3% | -613.3% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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