+67.1%
NKE vs AMCR
+96.6%
-29.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -5.5% | -5.0% | -0.6% | -4.0% |
| 30D | -10.4% | -8.0% | -2.5% | -8.1% |
| 3M | -15.8% | +14.3% | -30.1% | -19.3% |
| 6M | -33.4% | +5.3% | -38.7% | -34.9% |
| YTD | -41.0% | +7.7% | -48.7% | -42.9% |
| 1Y | -49.1% | +10.8% | -59.9% | -51.1% |
| 3Y | -59.8% | +9.6% | -69.4% | -61.6% |
| 5Y | -75.5% | -10.2% | -65.3% | -75.1% |
| 10Y | -23.5% | +16.5% | -39.9% | -31.0% |
| All | +67.1% | +96.6% | -29.5% | +50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling