-24.4%
NKE vs AMT
+103.9%
-128.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | -5.5% | -2.7% | -2.9% | -4.6% |
| 30D | -10.4% | +2.0% | -12.5% | -11.0% |
| 3M | -15.8% | -9.3% | -6.5% | -13.2% |
| 6M | -33.4% | -5.2% | -28.2% | -32.6% |
| YTD | -41.0% | +0.5% | -41.5% | -41.7% |
| 1Y | -49.1% | -7.3% | -41.8% | -48.3% |
| 3Y | -59.8% | +6.2% | -66.0% | -62.9% |
| 5Y | -75.5% | -31.2% | -44.3% | -73.1% |
| All | -24.4% | +103.9% | -128.3% | -38.7% |
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