+866.6%
NKE vs AMT
+1,454.7%
-588.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -1.6% | +1.5% | -3.1% | -1.8% |
| 30D | +7.6% | +6.8% | +0.8% | +6.4% |
| 3M | -6.9% | +11.2% | -18.1% | -8.6% |
| 6M | -8.5% | +12.5% | -21.0% | -10.5% |
| YTD | -38.8% | +12.5% | -51.3% | -40.3% |
| 1Y | -40.6% | +10.1% | -50.7% | -41.8% |
| 3Y | -60.9% | +16.0% | -76.9% | -62.5% |
| 5Y | -75.4% | -17.2% | -58.2% | -75.1% |
| 10Y | -13.5% | +135.2% | -148.7% | -25.3% |
| All | +866.6% | +1,454.7% | -588.1% | +549.8% |
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 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