-74.9%
NKE vs AMT
-32.2%
-42.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -2.3% | +1.5% | -3.8% | -2.7% |
| 30D | -10.4% | +3.7% | -14.1% | -11.2% |
| 3M | -15.5% | -7.2% | -8.3% | -13.9% |
| 6M | -32.6% | -4.2% | -28.5% | -32.2% |
| YTD | -39.8% | +1.9% | -41.7% | -40.6% |
| 1Y | -47.6% | -6.4% | -41.2% | -47.1% |
| 3Y | -59.0% | +7.7% | -66.7% | -62.5% |
| 5Y | -74.9% | -30.9% | -44.0% | -72.1% |
| All | -74.9% | -32.2% | -42.7% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling