+875.0%
NKE vs AMT
+1,443.4%
-568.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -5.4% | -2.4% | -3.0% | -5.0% |
| 30D | +8.4% | +4.2% | +4.2% | +7.7% |
| 3M | -6.3% | +13.4% | -19.7% | -8.3% |
| 6M | -7.8% | +9.4% | -17.2% | -9.5% |
| YTD | -38.3% | +11.7% | -49.9% | -39.7% |
| 1Y | -37.3% | +7.1% | -44.5% | -38.3% |
| 3Y | -61.3% | +15.1% | -76.4% | -62.8% |
| 5Y | -74.8% | -17.9% | -57.0% | -74.6% |
| 10Y | -12.7% | +133.5% | -146.2% | -24.5% |
| All | +875.0% | +1,443.4% | -568.4% | +556.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling