-12.5%
NKE vs AMT
+136.5%
-148.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -1.6% | +1.5% | -3.1% | -2.1% |
| 30D | +7.6% | +6.8% | +0.8% | +5.2% |
| 3M | -6.9% | +11.2% | -18.1% | -10.5% |
| 6M | -8.5% | +12.5% | -21.0% | -12.8% |
| YTD | -38.8% | +12.5% | -51.3% | -42.0% |
| 1Y | -40.6% | +10.1% | -50.7% | -43.3% |
| 3Y | -60.9% | +16.0% | -76.9% | -64.9% |
| 5Y | -75.4% | -17.2% | -58.2% | -74.9% |
| All | -12.5% | +136.5% | -148.9% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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