+396.1%
NKE vs AMP
+2,095.9%
-1,699.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -5.5% | -2.0% | -3.5% | -4.8% |
| 30D | -10.4% | -1.7% | -8.8% | -9.9% |
| 3M | -15.8% | +23.2% | -39.0% | -22.1% |
| 6M | -33.4% | +22.2% | -55.6% | -38.3% |
| YTD | -41.0% | +14.0% | -55.0% | -44.0% |
| 1Y | -49.1% | +14.0% | -63.1% | -51.8% |
| 3Y | -59.8% | +67.0% | -126.8% | -67.2% |
| 5Y | -75.5% | +123.2% | -198.7% | -82.0% |
| 10Y | -23.5% | +578.5% | -602.0% | -64.1% |
| All | +396.1% | +2,095.9% | -1,699.7% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling