+877.0%
NKE vs AMT
+1,311.4%
-434.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -8.6% | +4.6% | -13.2% | -9.3% |
| 3M | -11.0% | -8.4% | -2.6% | -9.9% |
| 6M | -33.2% | -6.0% | -27.2% | -32.7% |
| YTD | -38.1% | +2.1% | -40.3% | -38.6% |
| 1Y | -47.4% | -6.4% | -41.0% | -47.0% |
| 3Y | -59.8% | +8.1% | -67.8% | -60.9% |
| 5Y | -74.2% | -31.9% | -42.3% | -73.1% |
| 10Y | -23.5% | +97.1% | -120.6% | -32.1% |
| All | +877.0% | +1,311.4% | -434.3% | +568.1% |
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 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