-47.4%
NKE vs AMCR
+11.5%
-58.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.4% |
| 7D | -2.0% | -3.3% | +1.3% | -0.9% |
| 30D | -8.6% | -5.4% | -3.1% | -6.8% |
| 3M | -11.0% | +20.0% | -31.0% | -16.3% |
| 6M | -33.2% | 0.0% | -33.3% | -33.0% |
| YTD | -38.1% | +11.5% | -49.7% | -41.8% |
| 1Y | -47.4% | +11.4% | -58.7% | -49.8% |
| All | -47.4% | +11.5% | -58.9% | -49.8% |
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