-58.2%
NKE vs AMT
+6.7%
-64.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | -7.7% | +1.8% | -9.5% | -7.9% |
| 3M | -10.9% | -6.2% | -4.7% | -10.5% |
| 6M | -31.9% | -5.0% | -26.9% | -31.7% |
| YTD | -38.6% | +2.1% | -40.7% | -39.0% |
| 1Y | -46.9% | -5.7% | -41.2% | -46.9% |
| 3Y | -58.2% | +7.9% | -66.1% | -57.8% |
| All | -58.2% | +6.7% | -64.9% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling