-31.7%
NKE vs AMCR
+32.3%
-64.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.3% | +1.9% | +3.9% |
| 7D | +9.0% | +6.2% | +2.8% | +6.5% |
| 30D | +19.2% | +16.0% | +3.2% | +12.8% |
| 3M | -1.5% | +4.4% | -5.8% | -3.3% |
| 6M | -4.2% | +35.5% | -39.7% | -13.9% |
| YTD | -34.8% | +21.5% | -56.3% | -41.2% |
| 1Y | -31.7% | +30.7% | -62.4% | -41.8% |
| All | -31.7% | +32.3% | -64.0% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling